BNP Paribas Call 500 CHTR 16.01.2026
/ DE000PC1L3K7
BNP Paribas Call 500 CHTR 16.01.2.../ DE000PC1L3K7 /
9/25/2024 9:50:36 PM |
Chg.-0.020 |
Bid9/25/2024 |
Ask9/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-12.50% |
0.140 Bid Size: 48,300 |
0.150 Ask Size: 48,300 |
Charter Communicatio... |
500.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L3K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.34 |
Parity: |
-1.58 |
Time value: |
0.17 |
Break-even: |
463.79 |
Moneyness: |
0.65 |
Premium: |
0.61 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.26 |
Theta: |
-0.05 |
Omega: |
4.48 |
Rho: |
0.77 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-17.65% |
YTD |
|
|
-73.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.140 |
1M High / 1M Low: |
0.300 |
0.140 |
6M High / 6M Low: |
0.450 |
0.120 |
High (YTD): |
1/2/2024 |
0.510 |
Low (YTD): |
4/30/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.215 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.31% |
Volatility 6M: |
|
148.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |