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BNP Paribas Call 350 CHTR 16.01.2.../  DE000PC1L3F7  /

EUWAX
7/9/2024  9:17:44 AM Chg.-0.060 Bid10:27:14 AM Ask10:27:14 AM Underlying Strike price Expiration date Option type
0.410EUR -12.77% 0.410
Bid Size: 38,000		 0.430
Ask Size: 38,000		 Charter Communicatio... 350.00 USD 1/16/2026 Call
 

Master data

WKN: PC1L3F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.55
Time value: 0.43
Break-even: 366.16
Moneyness: 0.83
Premium: 0.36
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.51
Theta: -0.06
Omega: 3.16
Rho: 1.42
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+5.13%
3 Months     0.00%
YTD
  -62.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.440
1M High / 1M Low: 0.470 0.350
6M High / 6M Low: 1.020 0.310
High (YTD): 1/2/2024 1.090
Low (YTD): 4/29/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.501
Avg. volume 6M:   87.504
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.57%
Volatility 6M:   108.90%
Volatility 1Y:   -
Volatility 3Y:   -