OverviewChartNewsTraderScreen

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

EUWAX
2024-06-14  9:22:05 AM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% -
Bid Size: -		 -
Ask Size: -		 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: 6.79
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -0.69
Time value: 0.38
Break-even: 364.96
Moneyness: 0.79
Premium: 0.41
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.47
Theta: -0.06
Omega: 3.22
Rho: 1.34
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -5.41%
3 Months
  -31.37%
YTD
  -67.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
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:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   89.621
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.45%
Volatility 6M:   105.79%
Volatility 1Y:   -
Volatility 3Y:   -