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

Frankfurt Zert./BNP
7/9/2024  9:50:29 PM Chg.+0.010 Bid9:57:47 PM Ask9:57:47 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 47,600		 0.240
Ask Size: 47,600		 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: 11.66
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -0.27
Time value: 0.23
Break-even: 318.46
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.45
Theta: -0.11
Omega: 5.27
Rho: 0.44
 

Quote data

Open: 0.220
High: 0.250
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month  
+21.05%
3 Months
  -4.17%
YTD
  -76.29%
1 Year
  -76.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.890 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:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   146.70%
Volatility 6M:   152.04%
Volatility 1Y:   120.79%
Volatility 3Y:   -