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BNP Paribas Put 350 CHTR 19.12.20.../  DE000PC1L3M3  /

Frankfurt Zert./BNP
9/9/2024  9:50:34 PM Chg.0.000 Bid9:52:12 PM Ask9:52:12 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.600
Bid Size: 38,200		 0.610
Ask Size: 38,200		 Charter Communicatio... 350.00 USD 12/19/2025 Put
 

Master data

WKN: PC1L3M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -4.92
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.20
Implied volatility: 0.43
Historic volatility: 0.34
Parity: 0.20
Time value: 0.40
Break-even: 255.69
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.69%
Delta: -0.42
Theta: -0.04
Omega: -2.08
Rho: -2.36
 

Quote data

Open: 0.570
High: 0.600
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month  
+25.53%
3 Months
  -30.59%
YTD  
+37.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 0.590 0.460
6M High / 6M Low: 1.030 0.430
High (YTD): 4/16/2024 1.030
Low (YTD): 1/3/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.752
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.67%
Volatility 6M:   69.93%
Volatility 1Y:   -
Volatility 3Y:   -