BNP Paribas Call 480 CHTR 20.12.2024
/ DE000PE9AA04
BNP Paribas Call 480 CHTR 20.12.2.../ DE000PE9AA04 /
8/6/2024 8:40:17 AM |
Chg.+0.034 |
Bid4:14:45 PM |
Ask4:14:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+73.91% |
0.061 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
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: |
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): |
1/2/2024 |
0.260 |
Low (YTD): |
5/28/2024 |
0.010 |
52W High: |
10/16/2023 |
0.690 |
52W Low: |
5/28/2024 |
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: |
|
- |