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

EUWAX
11/14/2024  8:46:15 AM Chg.+0.080 Bid11:15:18 AM Ask11:15:18 AM Underlying Strike price Expiration date Option type
0.200EUR +66.67% 0.200
Bid Size: 25,100		 0.210
Ask Size: 25,100		 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: 18.31
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -0.16
Time value: 0.21
Break-even: 421.00
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.45
Theta: -0.39
Omega: 8.29
Rho: 0.15
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+426.32%
3 Months  
+11.11%
YTD
  -62.96%
1 Year
  -73.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.220 0.024
6M High / 6M Low: 0.320 0.024
High (YTD): 1/2/2024 0.540
Low (YTD): 10/22/2024 0.024
52W High: 11/15/2023 0.760
52W Low: 10/22/2024 0.024
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   784.03%
Volatility 6M:   439.91%
Volatility 1Y:   339.69%
Volatility 3Y:   -