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

Frankfurt Zert./BNP
7/17/2024  9:50:31 AM Chg.-0.010 Bid10:01:08 AM Ask10:01:08 AM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 12,500		 0.190
Ask Size: 12,500		 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: 15.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -0.80
Time value: 0.20
Break-even: 400.00
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.33
Theta: -0.13
Omega: 5.02
Rho: 0.34
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+104.55%
1 Month  
+127.85%
3 Months  
+100.00%
YTD
  -71.43%
1 Year
  -72.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.088
1M High / 1M Low: 0.190 0.064
6M High / 6M Low: 0.560 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:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   226.49%
Volatility 6M:   196.98%
Volatility 1Y:   155.03%
Volatility 3Y:   -