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BNP Paribas Put 350 CHTR 20.12.20.../  DE000PN2HVE4  /

Frankfurt Zert./BNP
7/9/2024  9:50:29 PM Chg.-0.020 Bid9:57:51 PM Ask9:57:51 PM Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.610
Bid Size: 30,800		 0.620
Ask Size: 30,800		 Charter Communicatio... 350.00 USD 12/20/2024 Put
 

Master data

WKN: PN2HVE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 350.00 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: -4.19
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 0.55
Time value: 0.09
Break-even: 259.16
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.59%
Delta: -0.67
Theta: -0.06
Omega: -2.82
Rho: -1.10
 

Quote data

Open: 0.620
High: 0.640
Low: 0.580
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month
  -16.44%
3 Months
  -30.68%
YTD  
+134.62%
1 Year  
+52.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.740 0.550
6M High / 6M Low: 0.930 0.280
High (YTD): 4/15/2024 0.930
Low (YTD): 1/3/2024 0.260
52W High: 4/15/2024 0.930
52W Low: 10/16/2023 0.220
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   0.467
Avg. volume 1Y:   0.000
Volatility 1M:   84.54%
Volatility 6M:   130.50%
Volatility 1Y:   122.99%
Volatility 3Y:   -