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

EUWAX
9/11/2024  8:47:12 AM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 380.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.34
Parity: -0.87
Time value: 0.14
Break-even: 394.00
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 1.32
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.28
Theta: -0.13
Omega: 5.81
Rho: 0.24
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -69.70%
3 Months  
+23.46%
YTD
  -84.85%
1 Year
  -90.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 0.340 0.110
6M High / 6M Low: 0.440 0.076
High (YTD): 1/2/2024 0.660
Low (YTD): 6/14/2024 0.076
52W High: 10/16/2023 1.250
52W Low: 6/14/2024 0.076
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   195.91%
Volatility 6M:   259.61%
Volatility 1Y:   211.22%
Volatility 3Y:   -