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BNP Paribas Call 500 CHTR 19.12.2.../  DE000PC1L3E0  /

EUWAX
2024-06-20  9:22:03 AM Chg.0.000 Bid3:50:31 PM Ask3:50:31 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 100,000		 0.150
Ask Size: 100,000		 Charter Communicatio... 500.00 USD 2025-12-19 Call
 

Master data

WKN: PC1L3E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 500.00 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: 15.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.32
Parity: -2.07
Time value: 0.17
Break-even: 482.24
Moneyness: 0.56
Premium: 0.87
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 41.67%
Delta: 0.25
Theta: -0.05
Omega: 3.83
Rho: 0.72
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month     0.00%
3 Months
  -38.10%
YTD
  -74.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.140 0.110
6M High / 6M Low: 0.500 0.100
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-05-02 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.89%
Volatility 6M:   145.79%
Volatility 1Y:   -
Volatility 3Y:   -