BNP Paribas Put 320 CHTR 21.06.2024
/ DE000PN2HVB0
BNP Paribas Put 320 CHTR 21.06.20.../ DE000PN2HVB0 /
6/14/2024 9:50:28 PM |
Chg.-0.010 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-2.33% |
0.410 Bid Size: 23,300 |
0.420 Ask Size: 23,300 |
Charter Communicatio... |
320.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
PN2HVB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
4/25/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.86 |
Historic volatility: |
0.32 |
Parity: |
0.41 |
Time value: |
0.01 |
Break-even: |
256.93 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
-0.90 |
Theta: |
-0.39 |
Omega: |
-5.52 |
Rho: |
-0.05 |
Quote data
Open: |
0.420 |
High: |
0.430 |
Low: |
0.410 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+5.00% |
3 Months |
|
|
+16.67% |
YTD |
|
|
+366.67% |
1 Year |
|
|
+40.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.410 |
1M High / 1M Low: |
0.480 |
0.310 |
6M High / 6M Low: |
0.620 |
0.080 |
High (YTD): |
4/16/2024 |
0.620 |
Low (YTD): |
1/3/2024 |
0.080 |
52W High: |
4/16/2024 |
0.620 |
52W Low: |
11/24/2023 |
0.070 |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.347 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.239 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
128.22% |
Volatility 6M: |
|
230.24% |
Volatility 1Y: |
|
218.28% |
Volatility 3Y: |
|
- |