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

EUWAX
16/07/2024  08:44:52 Chg.+0.030 Bid17:48:34 Ask17:48:34 Underlying Strike price Expiration date Option type
0.130EUR +30.00% 0.120
Bid Size: 100,000		 0.130
Ask Size: 100,000		 Charter Communicatio... 400.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.32
Parity: -1.02
Time value: 0.14
Break-even: 414.00
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.26
Theta: -0.11
Omega: 5.61
Rho: 0.28
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+113.11%
1 Month  
+195.45%
3 Months  
+88.41%
YTD
  -75.93%
1 Year
  -78.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.061
1M High / 1M Low: 0.100 0.048
6M High / 6M Low: 0.470 0.042
High (YTD): 02/01/2024 0.540
Low (YTD): 30/05/2024 0.042
52W High: 16/10/2023 1.100
52W Low: 30/05/2024 0.042
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   208.80%
Volatility 6M:   215.69%
Volatility 1Y:   168.60%
Volatility 3Y:   -