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BNP Paribas Put 320 CHTR 21.06.20.../  DE000PN2HVB0  /

Frankfurt Zert./BNP
6/20/2024  7:05:12 PM Chg.-0.060 Bid6/20/2024 Ask6/20/2024 Underlying Strike price Expiration date Option type
0.330EUR -15.38% 0.330
Bid Size: 45,200		 0.340
Ask Size: 45,200		 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: -6.30
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 2.17
Historic volatility: 0.32
Parity: 0.39
Time value: 0.02
Break-even: 256.76
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 8.08
Spread abs.: 0.02
Spread %: 5.13%
Delta: -0.88
Theta: -2.85
Omega: -5.57
Rho: -0.01
 

Quote data

Open: 0.360
High: 0.380
Low: 0.320
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -21.43%
3 Months  
+3.13%
YTD  
+266.67%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.320
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:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.240
Avg. volume 1Y:   0.000
Volatility 1M:   165.65%
Volatility 6M:   233.52%
Volatility 1Y:   219.99%
Volatility 3Y:   -