OverviewChartNewsTraderScreen

BNP Paribas Call 450 CHTR 17.01.2.../  DE000PE9AA87  /

Frankfurt Zert./BNP
2024-06-28  9:50:34 PM Chg.+0.004 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.048EUR +9.09% 0.048
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 450.00 - 2025-01-17 Call
 

Master data

WKN: PE9AA8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 30.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -1.71
Time value: 0.09
Break-even: 459.10
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 1.46
Spread abs.: 0.04
Spread %: 89.58%
Delta: 0.18
Theta: -0.08
Omega: 5.44
Rho: 0.22
 

Quote data

Open: 0.044
High: 0.055
Low: 0.044
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+71.43%
3 Months
  -25.00%
YTD
  -87.03%
1 Year
  -87.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.038
1M High / 1M Low: 0.048 0.025
6M High / 6M Low: 0.370 0.025
High (YTD): 2024-01-02 0.360
Low (YTD): 2024-06-19 0.025
52W High: 2023-10-16 0.850
52W Low: 2024-06-19 0.025
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   239.71%
Volatility 6M:   207.72%
Volatility 1Y:   168.00%
Volatility 3Y:   -