BNP Paribas Call 350 CHTR 21.03.2025
/ DE000PG4VPN3
BNP Paribas Call 350 CHTR 21.03.2.../ DE000PG4VPN3 /
| 15/11/2024 08:56:28 |
Chg.-0.110 |
Bid09:23:04 |
Ask09:23:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-15.49% |
0.590
Bid Size: 10,600 |
0.600
Ask Size: 10,600 |
Charter Communicatio... |
350.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG4VPN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.42 |
| Time value: |
0.22 |
| Break-even: |
396.39 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.73 |
| Theta: |
-0.15 |
| Omega: |
4.29 |
| Rho: |
0.73 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
+114.29% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.590 |
| 1M High / 1M Low: |
0.730 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
