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BNP Paribas Call 500 CHTR 16.01.2.../  DE000PC1L3K7  /

EUWAX
7/31/2024  9:03:57 AM Chg.+0.010 Bid5:59:16 PM Ask5:59:16 PM Underlying Strike price Expiration date Option type
0.450EUR +2.27% 0.450
Bid Size: 60,000		 0.460
Ask Size: 60,000		 Charter Communicatio... 500.00 USD 1/16/2026 Call
 

Master data

WKN: PC1L3K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -1.08
Time value: 0.46
Break-even: 508.29
Moneyness: 0.77
Premium: 0.44
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.44
Theta: -0.08
Omega: 3.40
Rho: 1.61
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.00%
1 Month  
+150.00%
3 Months  
+246.15%
YTD
  -13.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.230
1M High / 1M Low: 0.440 0.150
6M High / 6M Low: 0.470 0.120
High (YTD): 1/2/2024 0.520
Low (YTD): 5/2/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.51%
Volatility 6M:   179.78%
Volatility 1Y:   -
Volatility 3Y:   -