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

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.001 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
0.089EUR -1.11% 0.087
Bid Size: 50,000		 0.097
Ask Size: 50,000		 Charter Communicatio... 480.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 34.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.35
Parity: -1.31
Time value: 0.10
Break-even: 490.00
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 1.41
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.20
Theta: -0.11
Omega: 6.85
Rho: 0.22
 

Quote data

Open: 0.080
High: 0.090
Low: 0.076
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.10%
1 Month  
+256.00%
3 Months  
+423.53%
YTD
  -65.77%
1 Year
  -82.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.078
1M High / 1M Low: 0.110 0.014
6M High / 6M Low: 0.110 0.009
High (YTD): 1/2/2024 0.250
Low (YTD): 6/19/2024 0.009
52W High: 9/18/2023 0.690
52W Low: 6/19/2024 0.009
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   468.22%
Volatility 6M:   328.13%
Volatility 1Y:   257.22%
Volatility 3Y:   -