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BNP Paribas Call 500 CHTR 16.01.2.../  DE000PC1L3K7  /

Frankfurt Zert./BNP
2024-09-25  9:50:36 PM Chg.-0.020 Bid2024-09-25 Ask2024-09-25 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 2026-01-16 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: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
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
  -33.33%
1 Month
  -46.15%
3 Months
  -12.50%
YTD
  -73.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.450 0.120
High (YTD): 2024-01-02 0.510
Low (YTD): 2024-04-30 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.19%
Volatility 6M:   147.91%
Volatility 1Y:   -
Volatility 3Y:   -