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

EUWAX
11/10/2024  08:43:32 Chg.-0.007 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.063EUR -10.00% -
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: 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: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -42.73%
3 Months
  -37.00%
YTD
  -88.95%
1 Year
  -94.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.056
1M High / 1M Low: 0.120 0.043
6M High / 6M Low: 0.350 0.043
High (YTD): 02/01/2024 0.570
Low (YTD): 27/09/2024 0.043
52W High: 16/10/2023 1.130
52W Low: 27/09/2024 0.043
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   267.95%
Volatility 6M:   280.89%
Volatility 1Y:   232.89%
Volatility 3Y:   -