BNP Paribas Put 250 CHTR 16.01.2026
/ DE000PC5DYC7
BNP Paribas Put 250 CHTR 16.01.20.../ DE000PC5DYC7 /
10/10/2024 18:35:24 |
Chg.+0.010 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.200 Bid Size: 100,000 |
0.210 Ask Size: 100,000 |
Charter Communicatio... |
250.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC5DYC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.35 |
Parity: |
-0.77 |
Time value: |
0.20 |
Break-even: |
208.49 |
Moneyness: |
0.75 |
Premium: |
0.32 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.18 |
Theta: |
-0.04 |
Omega: |
-2.79 |
Rho: |
-0.96 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.190 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
-31.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.190 |
1M High / 1M Low: |
0.220 |
0.180 |
6M High / 6M Low: |
0.450 |
0.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.200 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.278 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.04% |
Volatility 6M: |
|
88.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |