OverviewChartNewsTraderScreen

BNP Paribas Call 450 CHTR 16.01.2.../  DE000PC1L3J9  /

Frankfurt Zert./BNP
2024-06-14  9:50:35 PM Chg.+0.010 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.190
Bid Size: 45,100		 0.210
Ask Size: 45,100		 Charter Communicatio... 450.00 USD 2026-01-16 Call
 

Master data

WKN: PC1L3J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.29
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -1.62
Time value: 0.21
Break-even: 441.37
Moneyness: 0.61
Premium: 0.71
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.30
Theta: -0.05
Omega: 3.73
Rho: 0.91
 

Quote data

Open: 0.180
High: 0.190
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -13.64%
3 Months
  -26.92%
YTD
  -71.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.230 0.180
6M High / 6M Low: 0.670 0.170
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-04-30 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.37%
Volatility 6M:   122.16%
Volatility 1Y:   -
Volatility 3Y:   -