BNP Paribas Put 250 CHTR 20.12.2024
/ DE000PC5DX85
BNP Paribas Put 250 CHTR 20.12.20.../ DE000PC5DX85 /
| 09/07/2024 08:34:03 |
Chg.+0.020 |
Bid09:20:14 |
Ask09:20:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.120
Bid Size: 25,000 |
0.130
Ask Size: 25,000 |
Charter Communicatio... |
250.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC5DX8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-0.48 |
| Time value: |
0.11 |
| Break-even: |
219.93 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-5.13 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
