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

EUWAX
02/08/2024  08:14:19 Chg.-0.080 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.670EUR -10.67% -
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: 4.79
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.53
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.53
Time value: 0.20
Break-even: 369.67
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.77
Theta: -0.13
Omega: 3.70
Rho: 0.75
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+97.06%
1 Month  
+168.00%
3 Months  
+318.75%
YTD
  -31.63%
1 Year
  -48.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.340
1M High / 1M Low: 0.770 0.220
6M High / 6M Low: 0.920 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:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.736
Avg. volume 1Y:   0.000
Volatility 1M:   346.84%
Volatility 6M:   215.96%
Volatility 1Y:   160.85%
Volatility 3Y:   -