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

EUWAX
10/07/2024  08:45:34 Chg.+0.003 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.079EUR +3.95% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.079
Low: 0.079
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.22%
1 Month  
+25.40%
3 Months
  -28.18%
YTD
  -86.14%
1 Year
  -87.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.076
1M High / 1M Low: 0.100 0.056
6M High / 6M Low: 0.500 0.056
High (YTD): 02/01/2024 0.570
Low (YTD): 14/06/2024 0.056
52W High: 16/10/2023 1.130
52W Low: 14/06/2024 0.056
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.472
Avg. volume 1Y:   0.000
Volatility 1M:   171.49%
Volatility 6M:   200.55%
Volatility 1Y:   158.36%
Volatility 3Y:   -