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BNP Paribas Put 450 CHTR 19.12.20.../  DE000PC1L3Q4  /

Frankfurt Zert./BNP
10/07/2024  21:50:24 Chg.0.000 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
1.480EUR 0.00% 1.480
Bid Size: 26,200		 1.500
Ask Size: 26,200		 Charter Communicatio... 450.00 USD 19/12/2025 Put
 

Master data

WKN: PC1L3Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -1.81
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.44
Implied volatility: 0.46
Historic volatility: 0.31
Parity: 1.44
Time value: 0.06
Break-even: 266.12
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.35%
Delta: -0.65
Theta: -0.02
Omega: -1.18
Rho: -4.72
 

Quote data

Open: 1.480
High: 1.520
Low: 1.460
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -9.20%
3 Months
  -14.94%
YTD  
+70.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.410
1M High / 1M Low: 1.640 1.400
6M High / 6M Low: 1.830 0.930
High (YTD): 16/04/2024 1.830
Low (YTD): 03/01/2024 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   1.462
Avg. volume 1W:   0.000
Avg. price 1M:   1.523
Avg. volume 1M:   0.000
Avg. price 6M:   1.503
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.67%
Volatility 6M:   68.27%
Volatility 1Y:   -
Volatility 3Y:   -