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BNP Paribas Call 350 CHTR 19.12.2.../  DE000PC1L3B6  /

EUWAX
06/08/2024  08:58:57 Chg.+0.090 Bid13:40:21 Ask13:40:21 Underlying Strike price Expiration date Option type
0.830EUR +12.16% 0.830
Bid Size: 25,700		 0.850
Ask Size: 25,700		 Charter Communicatio... 350.00 USD 19/12/2025 Call
 

Master data

WKN: PC1L3B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.12
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 0.12
Time value: 0.71
Break-even: 402.62
Moneyness: 1.04
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.67
Theta: -0.08
Omega: 2.67
Rho: 1.90
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.63%
1 Month  
+84.44%
3 Months  
+137.14%
YTD
  -22.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.740
1M High / 1M Low: 0.960 0.420
6M High / 6M Low: 0.960 0.310
High (YTD): 02/01/2024 1.070
Low (YTD): 29/04/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.74%
Volatility 6M:   122.80%
Volatility 1Y:   -
Volatility 3Y:   -