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

EUWAX
2024-06-28  8:43:54 AM Chg.+0.008 Bid11:40:36 AM Ask11:40:36 AM Underlying Strike price Expiration date Option type
0.073EUR +12.31% 0.074
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 400.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 30.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.31
Parity: -1.25
Time value: 0.09
Break-even: 409.10
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 1.30
Spread abs.: 0.02
Spread %: 26.39%
Delta: 0.20
Theta: -0.08
Omega: 5.99
Rho: 0.22
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.07%
1 Month  
+55.32%
3 Months
  -43.85%
YTD
  -86.48%
1 Year
  -85.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.057
1M High / 1M Low: 0.069 0.042
6M High / 6M Low: 0.540 0.042
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-05-30 0.042
52W High: 2023-10-16 1.100
52W Low: 2024-05-30 0.042
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.467
Avg. volume 1Y:   0.000
Volatility 1M:   214.83%
Volatility 6M:   205.75%
Volatility 1Y:   162.12%
Volatility 3Y:   -