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

EUWAX
2024-08-05  8:11:23 AM Chg.-0.150 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.520EUR -22.39% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 320.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.49
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.49
Time value: 0.20
Break-even: 362.28
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.76
Theta: -0.13
Omega: 3.78
Rho: 0.72
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month  
+100.00%
3 Months  
+205.88%
YTD
  -46.94%
1 Year
  -60.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 0.770 0.220
6M High / 6M Low: 0.770 0.160
High (YTD): 2024-01-02 0.980
Low (YTD): 2024-05-30 0.160
52W High: 2023-10-16 1.630
52W Low: 2024-05-30 0.160
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   367.27%
Volatility 6M:   203.47%
Volatility 1Y:   161.77%
Volatility 3Y:   -