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

Frankfurt Zert./BNP
9/6/2024  9:50:33 PM Chg.+0.010 Bid9:52:52 PM Ask9:52:52 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.180
Bid Size: 43,000		 0.190
Ask Size: 43,000		 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: 15.55
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -1.56
Time value: 0.19
Break-even: 470.05
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.28
Theta: -0.06
Omega: 4.34
Rho: 0.81
 

Quote data

Open: 0.180
High: 0.200
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -40.63%
3 Months  
+46.15%
YTD
  -62.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.320 0.180
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:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.73%
Volatility 6M:   145.63%
Volatility 1Y:   -
Volatility 3Y:   -