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

EUWAX
06/09/2024  08:17:22 Chg.-0.020 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.310EUR -6.06% -
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: 8.95
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.07
Implied volatility: 0.45
Historic volatility: 0.34
Parity: 0.07
Time value: 0.26
Break-even: 321.67
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.60
Theta: -0.15
Omega: 5.38
Rho: 0.41
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.55%
1 Month
  -49.18%
3 Months  
+63.16%
YTD
  -68.37%
1 Year
  -76.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: 0.650 0.310
6M High / 6M Low: 0.770 0.160
High (YTD): 02/01/2024 0.980
Low (YTD): 30/05/2024 0.160
52W High: 16/10/2023 1.630
52W Low: 30/05/2024 0.160
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.646
Avg. volume 1Y:   0.000
Volatility 1M:   141.73%
Volatility 6M:   209.28%
Volatility 1Y:   170.17%
Volatility 3Y:   -