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BNP Paribas Call 400 CHTR 16.01.2.../  DE000PC1L3G5  /

EUWAX
08/07/2024  09:12:21 Chg.+0.010 Bid13:32:57 Ask13:32:57 Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.350
Bid Size: 36,800		 0.370
Ask Size: 36,800		 Charter Communicatio... 400.00 USD 16/01/2026 Call
 

Master data

WKN: PC1L3G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.53
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -0.91
Time value: 0.37
Break-even: 406.49
Moneyness: 0.75
Premium: 0.46
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.44
Theta: -0.06
Omega: 3.32
Rho: 1.31
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.69%
3 Months  
+16.67%
YTD
  -59.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.330
1M High / 1M Low: 0.350 0.260
6M High / 6M Low: 0.790 0.240
High (YTD): 02/01/2024 0.860
Low (YTD): 02/05/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.31%
Volatility 6M:   115.84%
Volatility 1Y:   -
Volatility 3Y:   -