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BNP Paribas Call 350 CHTR 20.12.2.../  DE000PN2HU50  /

Frankfurt Zert./BNP
8/1/2024  9:50:33 PM Chg.-0.030 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% 0.520
Bid Size: 24,200		 0.530
Ask Size: 24,200		 Charter Communicatio... 350.00 USD 12/20/2024 Call
 

Master data

WKN: PN2HU5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 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: 6.38
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.27
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 0.27
Time value: 0.28
Break-even: 378.36
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.69
Theta: -0.14
Omega: 4.37
Rho: 0.72
 

Quote data

Open: 0.560
High: 0.560
Low: 0.510
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+126.09%
1 Month  
+225.00%
3 Months  
+420.00%
YTD
  -35.00%
1 Year
  -51.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.230
1M High / 1M Low: 0.570 0.140
6M High / 6M Low: 0.720 0.100
High (YTD): 1/2/2024 0.780
Low (YTD): 6/13/2024 0.100
52W High: 10/16/2023 1.410
52W Low: 6/13/2024 0.100
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   366.79%
Volatility 6M:   224.24%
Volatility 1Y:   169.48%
Volatility 3Y:   -