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BNP Paribas Put 350 CHTR 20.12.20.../  DE000PN2HVE4  /

Frankfurt Zert./BNP
2024-06-24  9:50:31 PM Chg.+0.010 Bid9:58:26 PM Ask9:58:26 PM Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.670
Bid Size: 30,200		 0.680
Ask Size: 30,200		 Charter Communicatio... 350.00 USD 2024-12-20 Put
 

Master data

WKN: PN2HVE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -4.18
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.56
Implied volatility: 0.42
Historic volatility: 0.32
Parity: 0.56
Time value: 0.09
Break-even: 262.48
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.56%
Delta: -0.67
Theta: -0.06
Omega: -2.79
Rho: -1.21
 

Quote data

Open: 0.640
High: 0.660
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.72%
1 Month
  -15.58%
3 Months
  -1.52%
YTD  
+150.00%
1 Year  
+16.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.770 0.640
6M High / 6M Low: 0.930 0.260
High (YTD): 2024-04-15 0.930
Low (YTD): 2024-01-03 0.260
52W High: 2024-04-15 0.930
52W Low: 2023-10-16 0.220
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.640
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   70.20%
Volatility 6M:   130.65%
Volatility 1Y:   122.90%
Volatility 3Y:   -