BNP Paribas Put 300 CHTR 16.01.20.../  DE000PC5DYD5  /

EUWAX
01/08/2024  08:33:12 Chg.0.000 Bid10:05:38 Ask10:05:38 Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.280
Bid Size: 41,600
0.290
Ask Size: 41,600
Charter Communicatio... 300.00 USD 16/01/2026 Put
 

Master data

WKN: PC5DYD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 300.00 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: -12.10
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.74
Time value: 0.29
Break-even: 248.17
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.21
Theta: -0.04
Omega: -2.53
Rho: -1.49
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.43%
1 Month
  -40.43%
3 Months
  -58.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -