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BNP Paribas Call 420 CHTR 17.01.2.../  DE000PE9AA79  /

Frankfurt Zert./BNP
8/15/2024  9:50:40 PM Chg.-0.010 Bid8/15/2024 Ask8/15/2024 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 Charter Communicatio... 420.00 - 1/17/2025 Call
 

Master data

WKN: PE9AA7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.78
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.35
Parity: -1.01
Time value: 0.14
Break-even: 434.00
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.26
Theta: -0.12
Omega: 5.95
Rho: 0.29
 

Quote data

Open: 0.130
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month  
+8.33%
3 Months  
+145.28%
YTD
  -72.92%
1 Year
  -84.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.280 0.100
6M High / 6M Low: 0.280 0.041
High (YTD): 1/2/2024 0.460
Low (YTD): 6/13/2024 0.041
52W High: 10/16/2023 1.010
52W Low: 6/13/2024 0.041
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   432.44%
Volatility 6M:   244.81%
Volatility 1Y:   203.14%
Volatility 3Y:   -