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

EUWAX
8/2/2024  8:41:16 AM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.370EUR -13.95% -
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: 8.77
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.35
Parity: -0.38
Time value: 0.39
Break-even: 419.00
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.48
Theta: -0.17
Omega: 4.22
Rho: 0.57
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+117.65%
1 Month  
+208.33%
3 Months  
+356.79%
YTD
  -43.94%
1 Year
  -63.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.440 0.100
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:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.502
Avg. volume 1Y:   0.000
Volatility 1M:   437.40%
Volatility 6M:   250.97%
Volatility 1Y:   197.88%
Volatility 3Y:   -