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BNP Paribas Call 420 CHTR 20.12.2.../  DE000PE9AAY7  /

Frankfurt Zert./BNP
09/07/2024  09:21:10 Chg.0.000 Bid09:38:16 Ask09:38:16 Underlying Strike price Expiration date Option type
0.044EUR 0.00% 0.045
Bid Size: 25,000		 0.091
Ask Size: 25,000		 Charter Communicatio... 420.00 - 20/12/2024 Call
 

Master data

WKN: PE9AAY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 30.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -1.41
Time value: 0.09
Break-even: 429.10
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 1.60
Spread abs.: 0.03
Spread %: 54.24%
Delta: 0.19
Theta: -0.09
Omega: 5.80
Rho: 0.20
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.044
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month  
+18.92%
3 Months
  -37.14%
YTD
  -90.22%
1 Year
  -91.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.044
1M High / 1M Low: 0.062 0.031
6M High / 6M Low: 0.390 0.031
High (YTD): 02/01/2024 0.440
Low (YTD): 19/06/2024 0.031
52W High: 16/10/2023 0.980
52W Low: 19/06/2024 0.031
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   238.51%
Volatility 6M:   215.99%
Volatility 1Y:   170.72%
Volatility 3Y:   -