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

Frankfurt Zert./BNP
10/11/2024  9:50:33 PM Chg.-0.007 Bid9:54:44 PM Ask9:54:44 PM Underlying Strike price Expiration date Option type
0.060EUR -10.45% 0.058
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: 32.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.35
Parity: -1.02
Time value: 0.09
Break-even: 409.10
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 2.29
Spread abs.: 0.03
Spread %: 56.90%
Delta: 0.21
Theta: -0.14
Omega: 6.83
Rho: 0.14
 

Quote data

Open: 0.064
High: 0.067
Low: 0.059
Previous Close: 0.067
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -45.45%
3 Months
  -50.00%
YTD
  -89.29%
1 Year
  -94.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.059
1M High / 1M Low: 0.120 0.035
6M High / 6M Low: 0.350 0.035
High (YTD): 1/2/2024 0.550
Low (YTD): 9/26/2024 0.035
52W High: 10/16/2023 1.120
52W Low: 9/26/2024 0.035
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   364.74%
Volatility 6M:   262.48%
Volatility 1Y:   215.62%
Volatility 3Y:   -