BNP Paribas Put 300 CHTR 16.01.2026
/ DE000PC5DYD5
BNP Paribas Put 300 CHTR 16.01.20.../ DE000PC5DYD5 /
| 9/26/2024 8:34:04 AM |
Chg.+0.020 |
Bid9/26/2024 |
Ask9/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.390
Bid Size: 21,250 |
0.400
Ask Size: 21,250 |
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: |
-7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
-0.21 |
| Time value: |
0.38 |
| Break-even: |
230.07 |
| Moneyness: |
0.93 |
| Premium: |
0.20 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.31 |
| Theta: |
-0.04 |
| Omega: |
-2.38 |
| Rho: |
-1.68 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-26.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.380 |
0.290 |
| 6M High / 6M Low: |
0.720 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.57% |
| Volatility 6M: |
|
81.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
