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BNP Paribas Call 350 CHTR 16.01.2.../  DE000PC1L3F7  /

Frankfurt Zert./BNP
9/20/2024  9:50:39 PM Chg.-0.030 Bid9:55:08 PM Ask9:55:08 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.520
Bid Size: 34,900		 0.530
Ask Size: 34,900		 Charter Communicatio... 350.00 USD 1/16/2026 Call
 

Master data

WKN: PC1L3F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -0.18
Time value: 0.53
Break-even: 366.53
Moneyness: 0.94
Premium: 0.24
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.58
Theta: -0.07
Omega: 3.25
Rho: 1.57
 

Quote data

Open: 0.530
High: 0.550
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -17.74%
3 Months  
+18.60%
YTD
  -52.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.510
1M High / 1M Low: 0.750 0.510
6M High / 6M Low: 0.970 0.320
High (YTD): 1/2/2024 1.080
Low (YTD): 4/30/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.06%
Volatility 6M:   113.64%
Volatility 1Y:   -
Volatility 3Y:   -