BNP Paribas Call 400 CHTR 20.12.2024
/ DE000PE9AAX9
BNP Paribas Call 400 CHTR 20.12.2.../ DE000PE9AAX9 /
2024-09-25 8:46:13 AM |
Chg.-0.012 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
400.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE9AAX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
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: |
0.66 |
Historic volatility: |
0.34 |
Parity: |
-1.11 |
Time value: |
0.09 |
Break-even: |
409.10 |
Moneyness: |
0.72 |
Premium: |
0.42 |
Premium p.a.: |
3.37 |
Spread abs.: |
0.05 |
Spread %: |
139.47% |
Delta: |
0.20 |
Theta: |
-0.16 |
Omega: |
6.44 |
Rho: |
0.12 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.09% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-43.75% |
YTD |
|
|
-93.33% |
1 Year |
|
|
-96.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.036 |
1M High / 1M Low: |
0.160 |
0.036 |
6M High / 6M Low: |
0.320 |
0.036 |
High (YTD): |
2024-01-02 |
0.540 |
Low (YTD): |
2024-09-25 |
0.036 |
52W High: |
2023-10-16 |
1.100 |
52W Low: |
2024-09-25 |
0.036 |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.095 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.297 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
282.88% |
Volatility 6M: |
|
305.52% |
Volatility 1Y: |
|
247.31% |
Volatility 3Y: |
|
- |