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

EUWAX
17/07/2024  08:14:36 Chg.+0.010 Bid18:30:04 Ask18:30:04 Underlying Strike price Expiration date Option type
0.400EUR +2.56% 0.420
Bid Size: 61,600		 0.430
Ask Size: 61,600		 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: 7.15
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.07
Implied volatility: 0.47
Historic volatility: 0.31
Parity: 0.07
Time value: 0.35
Break-even: 335.52
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.61
Theta: -0.13
Omega: 4.36
Rho: 0.60
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.91%
1 Month  
+122.22%
3 Months  
+110.53%
YTD
  -59.18%
1 Year
  -57.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.230
1M High / 1M Low: 0.390 0.180
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:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.766
Avg. volume 1Y:   0.000
Volatility 1M:   168.13%
Volatility 6M:   169.92%
Volatility 1Y:   130.98%
Volatility 3Y:   -