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

EUWAX
9/27/2024  8:13:53 AM Chg.-0.010 Bid8:15:10 AM Ask8:15:10 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 10,000		 0.230
Ask Size: 10,000		 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: 12.84
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.34
Parity: -0.05
Time value: 0.22
Break-even: 309.52
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.52
Theta: -0.15
Omega: 6.71
Rho: 0.29
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -58.00%
3 Months
  -8.70%
YTD
  -78.57%
1 Year
  -85.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.220
1M High / 1M Low: 0.540 0.220
6M High / 6M Low: 0.770 0.160
High (YTD): 1/2/2024 0.980
Low (YTD): 5/30/2024 0.160
52W High: 10/16/2023 1.630
52W Low: 5/30/2024 0.160
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   0.588
Avg. volume 1Y:   0.000
Volatility 1M:   156.17%
Volatility 6M:   209.83%
Volatility 1Y:   173.61%
Volatility 3Y:   -