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

Frankfurt Zert./BNP
8/6/2024  6:35:29 PM Chg.0.000 Bid8/6/2024 Ask8/6/2024 Underlying Strike price Expiration date Option type
1.030EUR 0.00% 1.030
Bid Size: 60,600		 1.050
Ask Size: 60,600		 Charter Communicatio... 450.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.16
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.79
Implied volatility: 0.43
Historic volatility: 0.35
Parity: 0.79
Time value: 0.26
Break-even: 305.93
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.94%
Delta: -0.53
Theta: -0.04
Omega: -1.68
Rho: -3.85
 

Quote data

Open: 1.000
High: 1.040
Low: 1.000
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.75%
1 Month
  -26.95%
3 Months
  -37.95%
YTD  
+18.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.930
1M High / 1M Low: 1.500 0.930
6M High / 6M Low: 1.830 0.930
High (YTD): 4/16/2024 1.830
Low (YTD): 1/3/2024 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   1.224
Avg. volume 1M:   0.000
Avg. price 6M:   1.526
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.07%
Volatility 6M:   58.72%
Volatility 1Y:   -
Volatility 3Y:   -