BNP Paribas Put 450 CHTR 19.12.2025
/ DE000PC1L3Q4
BNP Paribas Put 450 CHTR 19.12.20.../ DE000PC1L3Q4 /
| 09/07/2024 09:17:43 |
Chg.+0.09 |
Bid17:22:22 |
Ask17:22:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+6.38% |
1.48
Bid Size: 51,600 |
1.50
Ask Size: 51,600 |
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: |
-1.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.05 |
| Break-even: |
263.49 |
| Moneyness: |
1.55 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-1.16 |
| Rho: |
-4.75 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
-9.64% |
| YTD |
|
|
+72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.40 |
| 1M High / 1M Low: |
1.64 |
1.40 |
| 6M High / 6M Low: |
1.83 |
0.91 |
| High (YTD): |
16/04/2024 |
1.83 |
| Low (YTD): |
03/01/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.49% |
| Volatility 6M: |
|
74.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
