BNP Paribas Call 400 CHTR 17.01.2025
/ DE000PE9AA61
BNP Paribas Call 400 CHTR 17.01.2.../ DE000PE9AA61 /
| 15/11/2024 21:50:23 |
Chg.-0.040 |
Bid21:58:34 |
Ask21:58:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-21.05% |
0.150
Bid Size: 34,200 |
0.180
Ask Size: 34,200 |
Charter Communicatio... |
400.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-0.30 |
| Time value: |
0.18 |
| Break-even: |
418.00 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.39 |
| Theta: |
-0.23 |
| Omega: |
8.06 |
| Rho: |
0.22 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.150 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
+158.62% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
-73.21% |
| 1 Year |
|
|
-78.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.041 |
| 6M High / 6M Low: |
0.350 |
0.035 |
| High (YTD): |
02/01/2024 |
0.550 |
| Low (YTD): |
26/09/2024 |
0.035 |
| 52W High: |
20/11/2023 |
0.730 |
| 52W Low: |
26/09/2024 |
0.035 |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.198 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
525.88% |
| Volatility 6M: |
|
326.75% |
| Volatility 1Y: |
|
260.77% |
| Volatility 3Y: |
|
- |
