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

Frankfurt Zert./BNP
10/11/2024  9:50:29 PM Chg.-0.020 Bid10/11/2024 Ask10/11/2024 Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.140
Bid Size: 50,000		 0.150
Ask Size: 50,000		 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: 19.88
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.22
Time value: 0.15
Break-even: 335.07
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.41
Theta: -0.17
Omega: 8.06
Rho: 0.20
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.13%
3 Months
  -33.33%
YTD
  -82.50%
1 Year
  -89.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: 0.570 0.100
High (YTD): 1/2/2024 0.780
Low (YTD): 9/26/2024 0.100
52W High: 10/16/2023 1.410
52W Low: 9/26/2024 0.100
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   0.000
Volatility 1M:   258.05%
Volatility 6M:   227.87%
Volatility 1Y:   190.46%
Volatility 3Y:   -