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BNP Paribas Call 480 CHTR 20.12.2.../  DE000PE9AA04  /

EUWAX
06/08/2024  08:40:17 Chg.+0.034 Bid11:03:41 Ask11:03:41 Underlying Strike price Expiration date Option type
0.080EUR +73.91% 0.069
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 480.00 - 20/12/2024 Call
 

Master data

WKN: PE9AA0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 36.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.35
Parity: -1.48
Time value: 0.09
Break-even: 489.10
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 1.83
Spread abs.: 0.02
Spread %: 35.82%
Delta: 0.18
Theta: -0.11
Omega: 6.51
Rho: 0.19
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+247.83%
3 Months  
+370.59%
YTD
  -70.37%
1 Year
  -84.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.046
1M High / 1M Low: 0.110 0.017
6M High / 6M Low: 0.110 0.010
High (YTD): 02/01/2024 0.260
Low (YTD): 28/05/2024 0.010
52W High: 16/10/2023 0.690
52W Low: 28/05/2024 0.010
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   577.87%
Volatility 6M:   332.67%
Volatility 1Y:   262.48%
Volatility 3Y:   -