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BNP Paribas Call 350 CHTR 20.12.2.../  DE000PN2HU50  /

EUWAX
2024-09-26  8:16:11 AM Chg.-0.020 Bid8:25:14 AM Ask8:25:14 AM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 25,000		 0.120
Ask Size: 25,000		 Charter Communicatio... 350.00 USD 2024-12-20 Call
 

Master data

WKN: PN2HU5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 19.26
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -0.24
Time value: 0.15
Break-even: 327.75
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.40
Theta: -0.14
Omega: 7.73
Rho: 0.24
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -62.07%
3 Months
  -21.43%
YTD
  -86.25%
1 Year
  -91.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: 0.570 0.100
High (YTD): 2024-01-02 0.800
Low (YTD): 2024-05-30 0.100
52W High: 2023-10-16 1.420
52W Low: 2024-05-30 0.100
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   205.41%
Volatility 6M:   238.84%
Volatility 1Y:   197.10%
Volatility 3Y:   -