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BNP Paribas Put 380 CHTR 20.12.20.../  DE000PE9ABZ2  /

Frankfurt Zert./BNP
15/11/2024  21:50:21 Chg.+0.005 Bid21:56:34 Ask21:56:34 Underlying Strike price Expiration date Option type
0.090EUR +5.88% 0.090
Bid Size: 31,900		 0.120
Ask Size: 31,900		 Charter Communicatio... 380.00 - 20/12/2024 Put
 

Master data

WKN: PE9ABZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 380.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -30.84
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.10
Implied volatility: 0.15
Historic volatility: 0.38
Parity: 0.10
Time value: 0.02
Break-even: 368.00
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 33.33%
Delta: -0.70
Theta: -0.06
Omega: -21.44
Rho: -0.25
 

Quote data

Open: 0.087
High: 0.100
Low: 0.074
Previous Close: 0.085
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -82.35%
3 Months
  -77.50%
YTD
  -75.00%
1 Year
  -73.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.051
1M High / 1M Low: 0.620 0.051
6M High / 6M Low: 1.040 0.051
High (YTD): 16/04/2024 1.180
Low (YTD): 13/11/2024 0.051
52W High: 16/04/2024 1.180
52W Low: 13/11/2024 0.051
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   0.653
Avg. volume 1Y:   0.000
Volatility 1M:   445.77%
Volatility 6M:   213.62%
Volatility 1Y:   178.14%
Volatility 3Y:   -