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

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.020 Bid9:58:41 PM Ask9:58:41 PM Underlying Strike price Expiration date Option type
0.690EUR -2.82% 0.680
Bid Size: 21,800		 0.690
Ask Size: 21,800		 Charter Communicatio... 320.00 USD 12/20/2024 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: 12/20/2024
Issue date: 4/25/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.49
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.49
Time value: 0.20
Break-even: 362.28
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.76
Theta: -0.13
Omega: 3.78
Rho: 0.73
 

Quote data

Open: 0.670
High: 0.710
Low: 0.650
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+165.38%
3 Months  
+283.33%
YTD
  -28.87%
1 Year
  -48.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.690
1M High / 1M Low: 0.770 0.220
6M High / 6M Low: 0.770 0.160
High (YTD): 1/2/2024 0.960
Low (YTD): 4/30/2024 0.160
52W High: 10/16/2023 1.620
52W Low: 4/30/2024 0.160
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   327.93%
Volatility 6M:   188.61%
Volatility 1Y:   152.58%
Volatility 3Y:   -