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

EUWAX
2024-06-24  9:10:03 AM Chg.+0.030 Bid3:57:39 PM Ask3:57:39 PM Underlying Strike price Expiration date Option type
0.440EUR +7.32% 0.440
Bid Size: 74,200		 0.460
Ask Size: 74,200		 Charter Communicatio... 350.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.91
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -0.56
Time value: 0.46
Break-even: 373.48
Moneyness: 0.83
Premium: 0.37
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.52
Theta: -0.06
Omega: 3.05
Rho: 1.47
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+25.71%
3 Months
  -12.00%
YTD
  -59.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.430 0.350
6M High / 6M Low: 1.090 0.310
High (YTD): 2024-01-02 1.090
Low (YTD): 2024-04-29 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.541
Avg. volume 6M:   89.621
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.66%
Volatility 6M:   108.45%
Volatility 1Y:   -
Volatility 3Y:   -