OverviewChartNewsTraderScreen

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

EUWAX
8/1/2024  8:14:20 AM Chg.-0.010 Bid11:30:27 AM Ask11:30:27 AM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 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: -17.54
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -0.27
Time value: 0.20
Break-even: 303.36
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.31
Theta: -0.10
Omega: -5.38
Rho: -0.49
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.71%
1 Month
  -68.42%
3 Months
  -79.31%
YTD
  -30.77%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.190
1M High / 1M Low: 0.620 0.190
6M High / 6M Low: 0.930 0.190
High (YTD): 4/16/2024 0.930
Low (YTD): 7/31/2024 0.190
52W High: 4/16/2024 0.930
52W Low: 7/31/2024 0.190
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   207.79%
Volatility 6M:   164.36%
Volatility 1Y:   138.12%
Volatility 3Y:   -