BNP Paribas Call 300 CHTR 20.12.2024
/ DE000PC5DXZ0
BNP Paribas Call 300 CHTR 20.12.2.../ DE000PC5DXZ0 /
| 2024-09-25 8:37:33 AM |
Chg.-0.060 |
Bid5:25:58 PM |
Ask5:25:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-14.63% |
0.320
Bid Size: 61,600 |
0.330
Ask Size: 61,600 |
Charter Communicatio... |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5DXZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
0.21 |
| Time value: |
0.16 |
| Break-even: |
305.07 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.69 |
| Theta: |
-0.14 |
| Omega: |
5.38 |
| Rho: |
0.38 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
+20.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.670 |
0.380 |
| 6M High / 6M Low: |
0.910 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.63% |
| Volatility 6M: |
|
180.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
