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

EUWAX
2024-09-25  8:46:13 AM Chg.-0.017 Bid9:33:20 PM Ask9:33:20 PM Underlying Strike price Expiration date Option type
0.062EUR -21.52% 0.046
Bid Size: 100,000		 0.091
Ask Size: 100,000		 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: 31.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.34
Parity: -0.91
Time value: 0.09
Break-even: 389.10
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 2.54
Spread abs.: 0.03
Spread %: 42.19%
Delta: 0.22
Theta: -0.15
Omega: 6.92
Rho: 0.13
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.31%
1 Month
  -61.25%
3 Months
  -25.30%
YTD
  -90.31%
1 Year
  -94.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.079
1M High / 1M Low: 0.230 0.079
6M High / 6M Low: 0.410 0.059
High (YTD): 2024-01-02 0.640
Low (YTD): 2024-05-30 0.059
52W High: 2023-10-16 1.220
52W Low: 2024-05-30 0.059
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.358
Avg. volume 1Y:   0.000
Volatility 1M:   247.67%
Volatility 6M:   278.81%
Volatility 1Y:   227.46%
Volatility 3Y:   -