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BNP Paribas Call 320 CHTR 20.12.2.../  DE000PN2HU43  /

Frankfurt Zert./BNP
16/07/2024  21:50:26 Chg.+0.020 Bid21:54:11 Ask21:54:11 Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.410
Bid Size: 31,900		 0.420
Ask Size: 31,900		 Charter Communicatio... 320.00 USD 20/12/2024 Call
 

Master data

WKN: PN2HU4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 20/12/2024
Issue date: 25/04/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.45
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.04
Implied volatility: 0.46
Historic volatility: 0.32
Parity: 0.04
Time value: 0.36
Break-even: 333.62
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.60
Theta: -0.13
Omega: 4.46
Rho: 0.60
 

Quote data

Open: 0.390
High: 0.410
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+78.26%
1 Month  
+95.24%
3 Months  
+105.00%
YTD
  -57.73%
1 Year
  -56.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.230
1M High / 1M Low: 0.410 0.190
6M High / 6M Low: 0.890 0.160
High (YTD): 02/01/2024 0.960
Low (YTD): 30/04/2024 0.160
52W High: 16/10/2023 1.620
52W Low: 30/04/2024 0.160
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   157.10%
Volatility 6M:   159.34%
Volatility 1Y:   125.04%
Volatility 3Y:   -