BNP Paribas Put 300 CHTR 16.01.2026
/ DE000PC5DYD5
BNP Paribas Put 300 CHTR 16.01.20.../ DE000PC5DYD5 /
| 6/14/2024 9:50:27 PM |
Chg.0.000 |
Bid6/14/2024 |
Ask6/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.570
Bid Size: 40,200 |
0.590
Ask Size: 40,200 |
Charter Communicatio... |
300.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC5DYD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.22 |
| Time value: |
0.37 |
| Break-even: |
221.25 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.41 |
| Theta: |
-0.03 |
| Omega: |
-1.80 |
| Rho: |
-2.63 |
Quote data
| Open: |
0.570 |
| High: |
0.580 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.39% |
| 3 Months |
|
|
+5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.570 |
| 1M High / 1M Low: |
0.610 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
