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

Frankfurt Zert./BNP
8/2/2024  12:50:40 PM Chg.-0.030 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 48,600		 0.200
Ask Size: 48,600		 Charter Communicatio... 420.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.20
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.35
Parity: -0.71
Time value: 0.23
Break-even: 443.00
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.36
Theta: -0.16
Omega: 5.42
Rho: 0.39
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+206.45%
3 Months  
+387.18%
YTD
  -57.78%
1 Year
  -74.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.250 0.044
6M High / 6M Low: 0.250 0.031
High (YTD): 1/2/2024 0.440
Low (YTD): 6/19/2024 0.031
52W High: 10/16/2023 0.980
52W Low: 6/19/2024 0.031
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   435.17%
Volatility 6M:   262.97%
Volatility 1Y:   209.48%
Volatility 3Y:   -