BNP Paribas Put 450 CHTR 16.01.2026
/ DE000PC1L3W2
BNP Paribas Put 450 CHTR 16.01.20.../ DE000PC1L3W2 /
| 11/10/2024 15:48:09 |
Chg.-0.02 |
Bid19:24:05 |
Ask19:24:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-1.64% |
1.21
Bid Size: 53,800 |
1.22
Ask Size: 53,800 |
Charter Communicatio... |
450.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1L3W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
1.11 |
| Time value: |
0.11 |
| Break-even: |
289.57 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-1.57 |
| Rho: |
-3.96 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-3.23% |
| 3 Months |
|
|
-18.92% |
| YTD |
|
|
+36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.22 |
| 1M High / 1M Low: |
1.27 |
1.09 |
| 6M High / 6M Low: |
1.83 |
0.95 |
| High (YTD): |
16/04/2024 |
1.83 |
| Low (YTD): |
03/01/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.31% |
| Volatility 6M: |
|
59.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
