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BNP Paribas Call 450 CHTR 19.12.2.../  DE000PC1L3D2  /

Frankfurt Zert./BNP
2024-07-10  5:35:16 PM Chg.0.000 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 88,800		 0.220
Ask Size: 88,800		 Charter Communicatio... 450.00 USD 2025-12-19 Call
 

Master data

WKN: PC1L3D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.35
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -1.44
Time value: 0.22
Break-even: 438.12
Moneyness: 0.65
Premium: 0.61
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.32
Theta: -0.05
Omega: 3.90
Rho: 0.92
 

Quote data

Open: 0.200
High: 0.210
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+16.67%
3 Months  
+5.00%
YTD
  -67.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.580 0.150
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-04-30 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.38%
Volatility 6M:   130.50%
Volatility 1Y:   -
Volatility 3Y:   -