BNP Paribas Call 300 CHTR 20.12.2024
/ DE000PC5DXZ0
BNP Paribas Call 300 CHTR 20.12.2.../ DE000PC5DXZ0 /
| 9/17/2024 9:50:30 PM |
Chg.-0.040 |
Bid9:51:51 PM |
Ask9:51:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
0.490
Bid Size: 25,300 |
0.500
Ask Size: 25,300 |
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: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
0.39 |
| Time value: |
0.14 |
| Break-even: |
322.56 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
4.44 |
| Rho: |
0.47 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.400 |
| 1M High / 1M Low: |
0.680 |
0.400 |
| 6M High / 6M Low: |
0.920 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.28% |
| Volatility 6M: |
|
164.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
