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

EUWAX
26/09/2024  09:07:19 Chg.-0.010 Bid15:40:25 Ask15:40:25 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 42,600		 0.230
Ask Size: 42,600		 Charter Communicatio... 450.00 USD 16/01/2026 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: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.84
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -1.22
Time value: 0.22
Break-even: 426.32
Moneyness: 0.70
Premium: 0.51
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.32
Theta: -0.06
Omega: 4.17
Rho: 0.91
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -38.89%
3 Months
  -8.33%
YTD
  -67.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: 0.590 0.170
High (YTD): 02/01/2024 0.670
Low (YTD): 02/05/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.28%
Volatility 6M:   146.47%
Volatility 1Y:   -
Volatility 3Y:   -