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

Frankfurt Zert./BNP
8/2/2024  9:50:44 PM Chg.-0.020 Bid9:57:53 PM Ask9:57:53 PM Underlying Strike price Expiration date Option type
0.720EUR -2.70% 0.710
Bid Size: 21,900		 0.720
Ask Size: 21,900		 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: 4.75
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.49
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 0.49
Time value: 0.23
Break-even: 365.28
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.76
Theta: -0.12
Omega: 3.59
Rho: 0.85
 

Quote data

Open: 0.700
High: 0.740
Low: 0.680
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+140.00%
3 Months  
+260.00%
YTD
  -27.27%
1 Year
  -45.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.720
1M High / 1M Low: 0.800 0.240
6M High / 6M Low: 0.800 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:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.749
Avg. volume 1Y:   0.000
Volatility 1M:   313.52%
Volatility 6M:   176.24%
Volatility 1Y:   144.66%
Volatility 3Y:   -