BNP Paribas Call 300 CHTR 20.12.2024
/ DE000PC5DXZ0
BNP Paribas Call 300 CHTR 20.12.2.../ DE000PC5DXZ0 /
| 11/14/2024 9:20:32 PM |
Chg.-0.150 |
Bid9:46:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-14.15% |
0.910
Bid Size: 16,100 |
-
Ask Size: - |
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: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.37 |
| Parity: |
1.01 |
| Time value: |
0.05 |
| Break-even: |
389.93 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.91 |
| Theta: |
-0.24 |
| Omega: |
3.30 |
| Rho: |
0.24 |
Quote data
| Open: |
1.020 |
| High: |
1.050 |
| Low: |
0.890 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
+42.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.880 |
| 1M High / 1M Low: |
1.060 |
0.310 |
| 6M High / 6M Low: |
1.060 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.08% |
| Volatility 6M: |
|
206.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
