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BNP Paribas Call 420 CHTR 20.12.2.../  DE000PE9AAY7  /

Frankfurt Zert./BNP
2024-06-24  4:35:26 PM Chg.+0.001 Bid2024-06-24 Ask2024-06-24 Underlying Strike price Expiration date Option type
0.051EUR +2.00% 0.051
Bid Size: 100,000		 0.091
Ask Size: 100,000		 Charter Communicatio... 420.00 - 2024-12-20 Call
 

Master data

WKN: PE9AAY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 29.85
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.32
Parity: -1.48
Time value: 0.09
Break-even: 429.10
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 1.54
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.19
Theta: -0.08
Omega: 5.59
Rho: 0.20
 

Quote data

Open: 0.051
High: 0.051
Low: 0.046
Previous Close: 0.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.39%
1 Month  
+37.84%
3 Months
  -36.25%
YTD
  -88.67%
1 Year
  -83.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.031
1M High / 1M Low: 0.050 0.031
6M High / 6M Low: 0.460 0.031
High (YTD): 2024-01-02 0.440
Low (YTD): 2024-06-19 0.031
52W High: 2023-10-16 0.980
52W Low: 2024-06-19 0.031
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.407
Avg. volume 1Y:   0.000
Volatility 1M:   243.23%
Volatility 6M:   209.93%
Volatility 1Y:   168.37%
Volatility 3Y:   -