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

EUWAX
2024-07-09  8:14:19 AM Chg.-0.040 Bid9:01:18 AM Ask9:01:18 AM Underlying Strike price Expiration date Option type
0.250EUR -13.79% 0.250
Bid Size: 12,000		 0.260
Ask Size: 12,000		 Charter Communicatio... 320.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.17
Time value: 0.30
Break-even: 325.59
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.51
Theta: -0.10
Omega: 4.76
Rho: 0.60
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month  
+13.64%
3 Months
  -7.41%
YTD
  -75.00%
1 Year
  -75.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.300 0.190
6M High / 6M Low: 0.940 0.180
High (YTD): 2024-01-02 1.000
Low (YTD): 2024-05-02 0.180
52W High: 2023-10-16 1.650
52W Low: 2024-05-02 0.180
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   0.803
Avg. volume 1Y:   0.000
Volatility 1M:   130.81%
Volatility 6M:   150.03%
Volatility 1Y:   118.26%
Volatility 3Y:   -