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

EUWAX
18/10/2024  08:18:40 Chg.-0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.270EUR -6.90% -
Bid Size: -		 -
Ask Size: -		 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: 11.10
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.05
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.05
Time value: 0.22
Break-even: 321.45
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.58
Theta: -0.20
Omega: 6.49
Rho: 0.25
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -30.77%
3 Months
  -28.95%
YTD
  -72.45%
1 Year
  -81.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.390 0.210
6M High / 6M Low: 0.770 0.160
High (YTD): 02/01/2024 0.980
Low (YTD): 30/05/2024 0.160
52W High: 19/10/2023 1.490
52W Low: 30/05/2024 0.160
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.511
Avg. volume 1Y:   0.000
Volatility 1M:   146.75%
Volatility 6M:   210.98%
Volatility 1Y:   175.86%
Volatility 3Y:   -