BNP Paribas Put 350 CHTR 20.09.2024
/ DE000PC1L3L5
BNP Paribas Put 350 CHTR 20.09.20.../ DE000PC1L3L5 /
| 16/07/2024 09:17:44 |
Chg.- |
Bid08:05:16 |
Ask08:05:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
0.340
Bid Size: 8,824 |
0.360
Ask Size: 8,334 |
Charter Communicatio... |
350.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1L3L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.13 |
| Break-even: |
285.15 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.60 |
| Theta: |
-0.15 |
| Omega: |
-4.97 |
| Rho: |
-0.39 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-49.28% |
| 3 Months |
|
|
-60.67% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.350 |
| 1M High / 1M Low: |
0.690 |
0.350 |
| 6M High / 6M Low: |
0.900 |
0.210 |
| High (YTD): |
16/04/2024 |
0.900 |
| Low (YTD): |
03/01/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.90% |
| Volatility 6M: |
|
195.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
