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BNP Paribas Call 320 CHTR 17.01.2.../  DE000PN2HU68  /

Frankfurt Zert./BNP
7/16/2024  9:50:37 PM Chg.+0.020 Bid9:57:46 PM Ask9:57:46 PM Underlying Strike price Expiration date Option type
0.430EUR +4.88% 0.430
Bid Size: 31,600		 0.440
Ask Size: 31,600		 Charter Communicatio... 320.00 USD 1/17/2025 Call
 

Master data

WKN: PN2HU6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.04
Implied volatility: 0.46
Historic volatility: 0.32
Parity: 0.04
Time value: 0.39
Break-even: 336.62
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.60
Theta: -0.11
Omega: 4.18
Rho: 0.69
 

Quote data

Open: 0.420
High: 0.430
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.38%
1 Month  
+115.00%
3 Months  
+104.76%
YTD
  -56.57%
1 Year
  -56.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.250
1M High / 1M Low: 0.410 0.210
6M High / 6M Low: 0.910 0.170
High (YTD): 1/2/2024 0.980
Low (YTD): 4/30/2024 0.170
52W High: 10/16/2023 1.640
52W Low: 4/30/2024 0.170
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.785
Avg. volume 1Y:   0.000
Volatility 1M:   163.42%
Volatility 6M:   153.59%
Volatility 1Y:   121.50%
Volatility 3Y:   -