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BNP Paribas Call 400 CHTR 17.01.2.../  DE000PE9AA61  /

Frankfurt Zert./BNP
7/10/2024  9:50:26 PM Chg.-0.001 Bid9:54:42 PM Ask9:54:42 PM Underlying Strike price Expiration date Option type
0.078EUR -1.27% 0.080
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 400.00 - 1/17/2025 Call
 

Master data

WKN: PE9AA6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 29.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.31
Parity: -1.28
Time value: 0.09
Break-even: 409.10
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 13.75%
Delta: 0.20
Theta: -0.08
Omega: 5.90
Rho: 0.23
 

Quote data

Open: 0.079
High: 0.083
Low: 0.071
Previous Close: 0.079
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+27.87%
3 Months
  -13.33%
YTD
  -86.07%
1 Year
  -87.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.075
1M High / 1M Low: 0.100 0.056
6M High / 6M Low: 0.490 0.055
High (YTD): 1/2/2024 0.550
Low (YTD): 4/30/2024 0.055
52W High: 10/16/2023 1.120
52W Low: 4/30/2024 0.055
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   194.08%
Volatility 6M:   186.08%
Volatility 1Y:   149.00%
Volatility 3Y:   -