BNP Paribas Call 250 CHTR 16.01.2026
/ DE000PC5DX51
BNP Paribas Call 250 CHTR 16.01.2.../ DE000PC5DX51 /
| 9/26/2024 4:35:25 PM |
Chg.+0.020 |
Bid9/26/2024 |
Ask9/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+2.20% |
0.930
Bid Size: 26,100 |
0.950
Ask Size: 26,100 |
Charter Communicatio... |
250.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5DX5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
0.58 |
| Time value: |
0.35 |
| Break-even: |
317.62 |
| Moneyness: |
1.26 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
2.37 |
| Rho: |
1.67 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.26% |
| 1 Month |
|
|
-26.19% |
| 3 Months |
|
|
+5.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.910 |
| 1M High / 1M Low: |
1.320 |
0.910 |
| 6M High / 6M Low: |
1.570 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.12% |
| Volatility 6M: |
|
84.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
