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BNP Paribas Call 450 CHTR 19.12.2.../  DE000PC1L3D2  /

Frankfurt Zert./BNP
2024-06-17  7:50:32 PM Chg.0.000 Bid7:57:34 PM Ask7:57:34 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.180
Bid Size: 94,200		 0.200
Ask Size: 94,200		 Charter Communicatio... 450.00 USD 2025-12-19 Call
 

Master data

WKN: PC1L3D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.59
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -1.62
Time value: 0.19
Break-even: 439.46
Moneyness: 0.61
Premium: 0.70
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.29
Theta: -0.05
Omega: 3.90
Rho: 0.83
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -10.53%
3 Months
  -29.17%
YTD
  -73.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.210 0.170
6M High / 6M Low: 0.650 0.150
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-04-30 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.93%
Volatility 6M:   125.01%
Volatility 1Y:   -
Volatility 3Y:   -