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BNP Paribas Call 320 CHTR 17.01.2.../  DE000PN2HU68  /

EUWAX
2024-06-17  8:14:56 AM Chg.+0.010 Bid6:33:51 PM Ask6:33:51 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.210
Bid Size: 100,000		 0.220
Ask Size: 100,000		 Charter Communicatio... 320.00 USD 2025-01-17 Call
 

Master data

WKN: PN2HU6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.29
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -0.41
Time value: 0.21
Break-even: 319.99
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.41
Theta: -0.09
Omega: 5.06
Rho: 0.50
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -16.67%
3 Months
  -47.37%
YTD
  -80.00%
1 Year
  -74.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.190
1M High / 1M Low: 0.260 0.190
6M High / 6M Low: 1.000 0.180
High (YTD): 2024-01-02 1.000
Low (YTD): 2024-05-02 0.180
52W High: 2023-10-16 1.650
52W Low: 2024-05-02 0.180
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.840
Avg. volume 1Y:   0.000
Volatility 1M:   125.06%
Volatility 6M:   142.81%
Volatility 1Y:   116.17%
Volatility 3Y:   -