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BNP Paribas Call 380 CHTR 20.12.2.../  DE000PE9AAW1  /

Frankfurt Zert./BNP
2024-06-17  2:50:35 PM Chg.+0.001 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.065EUR +1.56% 0.065
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Charter Communicatio... 380.00 - 2024-12-20 Call
 

Master data

WKN: PE9AAW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -1.22
Time value: 0.09
Break-even: 389.10
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 1.24
Spread abs.: 0.03
Spread %: 40.00%
Delta: 0.20
Theta: -0.08
Omega: 5.76
Rho: 0.22
 

Quote data

Open: 0.066
High: 0.067
Low: 0.065
Previous Close: 0.064
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.99%
1 Month
  -17.72%
3 Months
  -56.67%
YTD
  -89.68%
1 Year
  -87.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.061
1M High / 1M Low: 0.090 0.061
6M High / 6M Low: 0.640 0.061
High (YTD): 2024-01-02 0.620
Low (YTD): 2024-06-12 0.061
52W High: 2023-10-16 1.210
52W Low: 2024-06-12 0.061
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   147.59%
Volatility 6M:   170.63%
Volatility 1Y:   141.68%
Volatility 3Y:   -