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BNP Paribas Call 400 CHTR 20.12.2.../  DE000PE9AAX9  /

Frankfurt Zert./BNP
8/1/2024  9:50:44 PM Chg.-0.020 Bid9:55:29 PM Ask9:55:29 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.290
Bid Size: 35,400		 0.300
Ask Size: 35,400		 Charter Communicatio... 400.00 - 12/20/2024 Call
 

Master data

WKN: PE9AAX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.32
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.35
Parity: -0.49
Time value: 0.31
Break-even: 431.00
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.43
Theta: -0.18
Omega: 4.85
Rho: 0.46
 

Quote data

Open: 0.310
High: 0.310
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+133.33%
1 Month  
+283.56%
3 Months  
+495.74%
YTD
  -48.15%
1 Year
  -65.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.120
1M High / 1M Low: 0.320 0.061
6M High / 6M Low: 0.470 0.044
High (YTD): 1/2/2024 0.520
Low (YTD): 6/13/2024 0.044
52W High: 10/16/2023 1.100
52W Low: 6/13/2024 0.044
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   403.71%
Volatility 6M:   260.73%
Volatility 1Y:   197.75%
Volatility 3Y:   -