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

EUWAX
2024-09-25  8:18:23 AM Chg.+0.050 Bid7:28:18 PM Ask7:28:18 PM Underlying Strike price Expiration date Option type
0.350EUR +16.67% 0.390
Bid Size: 61,600		 0.400
Ask Size: 61,600		 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: -9.32
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.24
Implied volatility: 0.32
Historic volatility: 0.34
Parity: 0.24
Time value: 0.07
Break-even: 281.75
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.65
Theta: -0.08
Omega: -6.06
Rho: -0.52
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.63%
1 Month  
+25.00%
3 Months
  -46.97%
YTD  
+34.62%
1 Year  
+45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.930 0.180
High (YTD): 2024-04-16 0.930
Low (YTD): 2024-08-01 0.180
52W High: 2024-04-16 0.930
52W Low: 2024-08-01 0.180
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   143.76%
Volatility 6M:   141.74%
Volatility 1Y:   151.62%
Volatility 3Y:   -