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BNP Paribas Call 500 CHTR 19.12.2.../  DE000PC1L3E0  /

Frankfurt Zert./BNP
14/11/2024  20:20:48 Chg.-0.070 Bid20:38:29 Ask20:38:29 Underlying Strike price Expiration date Option type
0.340EUR -17.07% 0.340
Bid Size: 64,200		 0.350
Ask Size: 64,200		 Charter Communicatio... 500.00 USD 19/12/2025 Call
 

Master data

WKN: PC1L3E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.37
Parity: -0.89
Time value: 0.41
Break-even: 514.22
Moneyness: 0.81
Premium: 0.34
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.43
Theta: -0.09
Omega: 3.99
Rho: 1.34
 

Quote data

Open: 0.390
High: 0.410
Low: 0.340
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+100.00%
3 Months  
+25.93%
YTD
  -32.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.420 0.140
6M High / 6M Low: 0.420 0.110
High (YTD): 02/01/2024 0.480
Low (YTD): 30/04/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.64%
Volatility 6M:   174.85%
Volatility 1Y:   -
Volatility 3Y:   -