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BNP Paribas Call 380 CHTR 17.01.2.../  DE000PE9AA53  /

EUWAX
06/08/2024  08:40:17 Chg.+0.100 Bid12:49:17 Ask12:49:17 Underlying Strike price Expiration date Option type
0.370EUR +37.04% 0.360
Bid Size: 33,300		 0.380
Ask Size: 33,300		 Charter Communicatio... 380.00 - 17/01/2025 Call
 

Master data

WKN: PE9AA5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.22
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.35
Parity: -0.48
Time value: 0.36
Break-even: 416.00
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.46
Theta: -0.17
Omega: 4.20
Rho: 0.52
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.76%
1 Month  
+184.62%
3 Months  
+335.29%
YTD
  -43.94%
1 Year
  -61.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.270
1M High / 1M Low: 0.440 0.100
6M High / 6M Low: 0.440 0.076
High (YTD): 02/01/2024 0.660
Low (YTD): 14/06/2024 0.076
52W High: 16/10/2023 1.250
52W Low: 14/06/2024 0.076
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.497
Avg. volume 1Y:   0.000
Volatility 1M:   474.88%
Volatility 6M:   252.92%
Volatility 1Y:   200.03%
Volatility 3Y:   -