BNP Paribas Call 300 CHTR 20.12.2.../  DE000PC5DXZ0  /

Frankfurt Zert./BNP
7/31/2024  9:20:28 PM Chg.-0.020 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.900EUR -2.17% 0.900
Bid Size: 38,000
0.910
Ask Size: 38,000
Charter Communicatio... 300.00 USD 12/20/2024 Call
 

Master data

WKN: PC5DXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 12/20/2024
Issue date: 2/21/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.77
Implied volatility: 0.52
Historic volatility: 0.35
Parity: 0.77
Time value: 0.16
Break-even: 370.38
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.83
Theta: -0.12
Omega: 3.16
Rho: 0.78
 

Quote data

Open: 0.910
High: 0.920
Low: 0.860
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+109.30%
1 Month  
+157.14%
3 Months  
+328.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.430
1M High / 1M Low: 0.920 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -