BNP Paribas Put 300 CHTR 19.12.2025
/ DE000PC5DYB9
BNP Paribas Put 300 CHTR 19.12.20.../ DE000PC5DYB9 /
09/09/2024 08:37:23 |
Chg.0.000 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
0.00% |
0.350 Bid Size: 21,350 |
0.380 Ask Size: 21,350 |
Charter Communicatio... |
300.00 USD |
19/12/2025 |
Put |
Master data
WKN: |
PC5DYB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
-0.25 |
Time value: |
0.38 |
Break-even: |
232.63 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.30 |
Theta: |
-0.04 |
Omega: |
-2.36 |
Rho: |
-1.63 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+20.69% |
3 Months |
|
|
-35.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.300 |
1M High / 1M Low: |
0.350 |
0.280 |
6M High / 6M Low: |
0.700 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.304 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.494 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.50% |
Volatility 6M: |
|
80.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |