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

Frankfurt Zert./BNP
15/11/2024  21:50:41 Chg.-0.040 Bid21:56:34 Ask21:56:34 Underlying Strike price Expiration date Option type
0.930EUR -4.12% 0.930
Bid Size: 21,900		 0.960
Ask Size: 21,900		 Charter Communicatio... 350.00 USD 16/01/2026 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: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.42
Implied volatility: 0.46
Historic volatility: 0.38
Parity: 0.42
Time value: 0.57
Break-even: 431.39
Moneyness: 1.13
Premium: 0.15
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.71
Theta: -0.09
Omega: 2.69
Rho: 1.96
 

Quote data

Open: 0.960
High: 0.980
Low: 0.920
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+69.09%
3 Months  
+29.17%
YTD
  -13.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.960
1M High / 1M Low: 1.100 0.460
6M High / 6M Low: 1.100 0.350
High (YTD): 13/11/2024 1.100
Low (YTD): 30/04/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.57%
Volatility 6M:   133.47%
Volatility 1Y:   -
Volatility 3Y:   -