BNP Paribas Put 350 CHTR 20.06.2025
/ DE000PC9WPA1
BNP Paribas Put 350 CHTR 20.06.20.../ DE000PC9WPA1 /
2024-09-26 8:23:46 AM |
Chg.+0.020 |
Bid2:30:36 PM |
Ask2:30:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.510 Bid Size: 39,400 |
0.520 Ask Size: 39,400 |
Charter Communicatio... |
350.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
PC9WPA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
0.32 |
Time value: |
0.22 |
Break-even: |
260.47 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
-0.52 |
Theta: |
-0.05 |
Omega: |
-2.75 |
Rho: |
-1.48 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.39% |
1 Month |
|
|
+34.21% |
3 Months |
|
|
-29.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.410 |
1M High / 1M Low: |
0.500 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.429 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |