OverviewChartNewsTraderScreen

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

EUWAX
2024-07-09  9:17:44 AM Chg.-0.020 Bid6:42:26 PM Ask6:42:26 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 Charter Communicatio... 500.00 USD 2025-12-19 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: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -1.93
Time value: 0.15
Break-even: 476.65
Moneyness: 0.58
Premium: 0.78
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.24
Theta: -0.04
Omega: 4.24
Rho: 0.70
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+7.69%
3 Months
  -12.50%
YTD
  -72.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.170 0.110
6M High / 6M Low: 0.440 0.100
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-05-02 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.00%
Volatility 6M:   147.67%
Volatility 1Y:   -
Volatility 3Y:   -