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BNP Paribas Put 300 CHTR 17.01.20.../  DE000PN2HVF1  /

EUWAX
2024-05-24  8:13:40 AM Chg.+0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.460EUR +6.98% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 300.00 USD 2025-01-17 Put
 

Master data

WKN: PN2HVF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -5.56
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.26
Implied volatility: 0.41
Historic volatility: 0.31
Parity: 0.26
Time value: 0.19
Break-even: 231.57
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.27%
Delta: -0.52
Theta: -0.05
Omega: -2.91
Rho: -1.14
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -11.54%
3 Months  
+31.43%
YTD  
+187.50%
1 Year  
+17.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.430
1M High / 1M Low: 0.550 0.420
6M High / 6M Low: 0.580 0.150
High (YTD): 2024-04-16 0.580
Low (YTD): 2024-02-02 0.150
52W High: 2024-04-16 0.580
52W Low: 2023-09-04 0.130
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   80.53%
Volatility 6M:   157.69%
Volatility 1Y:   136.65%
Volatility 3Y:   -