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BNP Paribas Call 380 CHTR 20.12.2.../  DE000PE9AAW1  /

Frankfurt Zert./BNP
6/28/2024  9:50:26 PM Chg.+0.010 Bid6/28/2024 Ask6/28/2024 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 Charter Communicatio... 380.00 - 12/20/2024 Call
 

Master data

WKN: PE9AAW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.31
Parity: -1.01
Time value: 0.12
Break-even: 392.00
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.25
Theta: -0.09
Omega: 5.77
Rho: 0.27
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+77.42%
3 Months
  -21.43%
YTD
  -82.54%
1 Year
  -82.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.110 0.061
6M High / 6M Low: 0.630 0.061
High (YTD): 1/2/2024 0.620
Low (YTD): 6/12/2024 0.061
52W High: 10/16/2023 1.210
52W Low: 6/12/2024 0.061
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   183.80%
Volatility 6M:   179.51%
Volatility 1Y:   144.26%
Volatility 3Y:   -