BNP Paribas Put 400 CHTR 17.01.2025
/ DE000PE9AB86
BNP Paribas Put 400 CHTR 17.01.20.../ DE000PE9AB86 /
10/07/2024 16:05:18 |
Chg.+0.040 |
Bid16:12:37 |
Ask16:12:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+3.96% |
1.030 Bid Size: 50,200 |
1.040 Ask Size: 50,200 |
Charter Communicatio... |
400.00 - |
17/01/2025 |
Put |
Master data
WKN: |
PE9AB8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.28 |
Implied volatility: |
- |
Historic volatility: |
0.31 |
Parity: |
1.28 |
Time value: |
-0.26 |
Break-even: |
298.00 |
Moneyness: |
1.47 |
Premium: |
-0.10 |
Premium p.a.: |
-0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.010 |
High: |
1.050 |
Low: |
0.990 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.70% |
1 Month |
|
|
-8.70% |
3 Months |
|
|
-18.60% |
YTD |
|
|
+128.26% |
1 Year |
|
|
+72.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.940 |
1M High / 1M Low: |
1.170 |
0.940 |
6M High / 6M Low: |
1.360 |
0.500 |
High (YTD): |
16/04/2024 |
1.360 |
Low (YTD): |
03/01/2024 |
0.460 |
52W High: |
16/04/2024 |
1.360 |
52W Low: |
16/10/2023 |
0.360 |
Avg. price 1W: |
|
0.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.744 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
59.87% |
Volatility 6M: |
|
109.78% |
Volatility 1Y: |
|
104.69% |
Volatility 3Y: |
|
- |