BNP Paribas Put 300 CHTR 20.09.2024
/ DE000PC5DX77
BNP Paribas Put 300 CHTR 20.09.20.../ DE000PC5DX77 /
| 2024-06-20 5:50:44 PM |
Chg.-0.030 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
0.290
Bid Size: 81,200 |
0.300
Ask Size: 81,200 |
Charter Communicatio... |
300.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC5DX7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.21 |
| Time value: |
0.13 |
| Break-even: |
245.15 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.58 |
| Theta: |
-0.10 |
| Omega: |
-4.39 |
| Rho: |
-0.46 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-17.14% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
