OverviewChartNewsTraderScreen

BNP Paribas Call 450 CHTR 20.12.2.../  DE000PE9AAZ4  /

Frankfurt Zert./BNP
11/15/2024  9:50:21 PM Chg.-0.014 Bid9:58:34 PM Ask9:58:34 PM Underlying Strike price Expiration date Option type
0.002EUR -87.50% 0.002
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 450.00 - 12/20/2024 Call
 

Master data

WKN: PE9AAZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 40.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.38
Parity: -0.80
Time value: 0.09
Break-even: 459.10
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 9.13
Spread abs.: 0.09
Spread %: 4,450.00%
Delta: 0.22
Theta: -0.36
Omega: 8.88
Rho: 0.07
 

Quote data

Open: 0.014
High: 0.017
Low: 0.002
Previous Close: 0.016
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -77.78%
3 Months
  -96.55%
YTD
  -99.43%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.002
1M High / 1M Low: 0.046 0.002
6M High / 6M Low: 0.170 0.001
High (YTD): 1/2/2024 0.340
Low (YTD): 9/26/2024 0.001
52W High: 11/20/2023 0.490
52W Low: 9/26/2024 0.001
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   939.78%
Volatility 6M:   1,468.07%
Volatility 1Y:   1,048.88%
Volatility 3Y:   -