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

Frankfurt Zert./BNP
8/15/2024  7:50:22 PM Chg.-0.020 Bid8/15/2024 Ask8/15/2024 Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.490
Bid Size: 51,600		 0.500
Ask Size: 51,600		 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: 6.25
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.28
Implied volatility: 0.46
Historic volatility: 0.35
Parity: 0.28
Time value: 0.23
Break-even: 341.60
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.70
Theta: -0.14
Omega: 4.38
Rho: 0.60
 

Quote data

Open: 0.510
High: 0.520
Low: 0.480
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month  
+25.64%
3 Months  
+157.89%
YTD
  -49.48%
1 Year
  -64.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.770 0.330
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:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.708
Avg. volume 1Y:   0.000
Volatility 1M:   324.48%
Volatility 6M:   186.83%
Volatility 1Y:   154.56%
Volatility 3Y:   -