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

EUWAX
09/07/2024  09:17:44 Chg.-0.030 Bid21:45:15 Ask21:45:15 Underlying Strike price Expiration date Option type
0.200EUR -13.04% 0.210
Bid Size: 44,700		 0.220
Ask Size: 44,700		 Charter Communicatio... 450.00 USD 19/12/2025 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: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.77
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -1.47
Time value: 0.21
Break-even: 436.49
Moneyness: 0.65
Premium: 0.63
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.31
Theta: -0.05
Omega: 3.93
Rho: 0.89
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+5.26%
3 Months
  -9.09%
YTD
  -69.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.230 0.170
6M High / 6M Low: 0.590 0.150
High (YTD): 02/01/2024 0.640
Low (YTD): 02/05/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.261
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.84%
Volatility 6M:   135.05%
Volatility 1Y:   -
Volatility 3Y:   -