BNP Paribas Call 220 CHTR 20.09.2024
/ DE000PC8HFF4
BNP Paribas Call 220 CHTR 20.09.2.../ DE000PC8HFF4 /
| 6/25/2024 8:37:31 AM |
Chg.-0.040 |
Bid6:02:25 PM |
Ask6:02:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-5.56% |
0.690
Bid Size: 48,400 |
0.700
Ask Size: 48,400 |
Charter Communicatio... |
220.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC8HFF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
0.61 |
| Time value: |
0.07 |
| Break-even: |
272.99 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
3.43 |
| Rho: |
0.39 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.720 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
