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

EUWAX
06/09/2024  08:17:20 Chg.-0.010 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 320.00 USD 17/01/2025 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: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.07
Implied volatility: 0.44
Historic volatility: 0.34
Parity: 0.07
Time value: 0.29
Break-even: 324.67
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.61
Theta: -0.13
Omega: 4.97
Rho: 0.52
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.37%
1 Month
  -38.60%
3 Months  
+59.09%
YTD
  -65.00%
1 Year
  -74.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.350
1M High / 1M Low: 0.680 0.350
6M High / 6M Low: 0.790 0.180
High (YTD): 02/01/2024 1.000
Low (YTD): 02/05/2024 0.180
52W High: 16/10/2023 1.650
52W Low: 02/05/2024 0.180
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.672
Avg. volume 1Y:   0.000
Volatility 1M:   140.46%
Volatility 6M:   190.05%
Volatility 1Y:   157.76%
Volatility 3Y:   -