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BNP Paribas Put 320 CHTR 20.12.20.../  DE000PN2HVD6  /

EUWAX
8/1/2024  8:14:20 AM Chg.0.000 Bid11:30:27 AM Ask11:30:27 AM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 Charter Communicatio... 320.00 USD 12/20/2024 Put
 

Master data

WKN: PN2HVD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 320.00 USD
Maturity: 12/20/2024
Issue date: 4/25/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -29.23
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -0.55
Time value: 0.12
Break-even: 283.64
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.20
Theta: -0.08
Omega: -5.92
Rho: -0.32
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.65%
1 Month
  -71.05%
3 Months
  -83.08%
YTD
  -42.11%
1 Year
  -45.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.110
1M High / 1M Low: 0.420 0.110
6M High / 6M Low: 0.700 0.110
High (YTD): 4/17/2024 0.700
Low (YTD): 7/31/2024 0.110
52W High: 4/17/2024 0.700
52W Low: 7/31/2024 0.110
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   236.62%
Volatility 6M:   183.33%
Volatility 1Y:   151.63%
Volatility 3Y:   -