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BNP Paribas Put 400 CHTR 20.12.20.../  DE000PE9AB03  /

EUWAX
2024-07-31  8:42:45 AM Chg.-0.030 Bid6:41:10 PM Ask6:41:10 PM Underlying Strike price Expiration date Option type
0.390EUR -7.14% 0.380
Bid Size: 67,800		 0.390
Ask Size: 67,800		 Charter Communicatio... 400.00 - 2024-12-20 Put
 

Master data

WKN: PE9AB0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.64
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.46
Implied volatility: -
Historic volatility: 0.35
Parity: 0.46
Time value: -0.05
Break-even: 359.00
Moneyness: 1.13
Premium: -0.01
Premium p.a.: -0.03
Spread abs.: 0.01
Spread %: 2.50%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.01%
1 Month
  -61.00%
3 Months
  -70.23%
YTD
  -11.36%
1 Year
  -15.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.420
1M High / 1M Low: 1.020 0.420
6M High / 6M Low: 1.360 0.420
High (YTD): 2024-04-16 1.360
Low (YTD): 2024-07-30 0.420
52W High: 2024-04-16 1.360
52W Low: 2023-09-20 0.340
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.845
Avg. volume 1M:   0.000
Avg. price 6M:   1.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   171.96%
Volatility 6M:   137.28%
Volatility 1Y:   120.36%
Volatility 3Y:   -