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

Frankfurt Zert./BNP
10/11/2024  9:20:52 AM Chg.-0.010 Bid10/11/2024 Ask10/11/2024 Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.160
Bid Size: 22,550		 0.170
Ask Size: 22,550		 Charter Communicatio... 500.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.07
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -1.52
Time value: 0.19
Break-even: 475.97
Moneyness: 0.67
Premium: 0.56
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.28
Theta: -0.06
Omega: 4.47
Rho: 0.78
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.88%
3 Months     0.00%
YTD
  -68.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.210 0.120
6M High / 6M Low: 0.420 0.100
High (YTD): 1/2/2024 0.480
Low (YTD): 4/30/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.00%
Volatility 6M:   153.01%
Volatility 1Y:   -
Volatility 3Y:   -