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BNP Paribas Call 350 CHTR 17.01.2.../  DE000PN2HU76  /

Frankfurt Zert./BNP
11/15/2024  9:50:32 PM Chg.-0.050 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.450EUR -10.00% 0.460
Bid Size: 19,400		 0.490
Ask Size: 19,400		 Charter Communicatio... 350.00 USD 1/17/2025 Call
 

Master data

WKN: PN2HU7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.20
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.42
Implied volatility: 0.41
Historic volatility: 0.38
Parity: 0.42
Time value: 0.10
Break-even: 384.39
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.79
Theta: -0.17
Omega: 5.70
Rho: 0.42
 

Quote data

Open: 0.480
High: 0.510
Low: 0.450
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+125.00%
3 Months  
+25.00%
YTD
  -45.12%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.630 0.130
6M High / 6M Low: 0.630 0.120
High (YTD): 1/2/2024 0.800
Low (YTD): 4/30/2024 0.110
52W High: 11/15/2023 1.050
52W Low: 4/30/2024 0.110
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   399.74%
Volatility 6M:   254.65%
Volatility 1Y:   209.23%
Volatility 3Y:   -