BNP Paribas Put 400 CHTR 16.01.2026
/ DE000PC1L3V4
BNP Paribas Put 400 CHTR 16.01.20.../ DE000PC1L3V4 /
| 2024-06-25 8:59:21 AM |
Chg.+0.03 |
Bid4:39:48 PM |
Ask4:39:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+2.65% |
1.15
Bid Size: 62,800 |
1.17
Ask Size: 62,800 |
Charter Communicatio... |
400.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1L3V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
1.06 |
| Time value: |
0.12 |
| Break-even: |
254.71 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-1.34 |
| Rho: |
-4.31 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
+1.75% |
| YTD |
|
|
+84.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.13 |
| 1M High / 1M Low: |
1.27 |
1.13 |
| 6M High / 6M Low: |
1.41 |
0.63 |
| High (YTD): |
2024-04-16 |
1.41 |
| Low (YTD): |
2024-01-03 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.45% |
| Volatility 6M: |
|
77.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
