BNP Paribas Put 400 CHTR 20.12.2024
/ DE000PE9AB03
BNP Paribas Put 400 CHTR 20.12.20.../ DE000PE9AB03 /
2024-09-26 11:50:30 AM |
Chg.-0.030 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-3.85% |
0.750 Bid Size: 22,700 |
0.760 Ask Size: 22,700 |
Charter Communicatio... |
400.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PE9AB0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
1.17 |
Implied volatility: |
- |
Historic volatility: |
0.34 |
Parity: |
1.17 |
Time value: |
-0.39 |
Break-even: |
322.00 |
Moneyness: |
1.42 |
Premium: |
-0.14 |
Premium p.a.: |
-0.48 |
Spread abs.: |
0.01 |
Spread %: |
1.30% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.740 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.19% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-26.47% |
YTD |
|
|
+70.45% |
1 Year |
|
|
+82.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.640 |
1M High / 1M Low: |
0.780 |
0.450 |
6M High / 6M Low: |
1.350 |
0.390 |
High (YTD): |
2024-04-16 |
1.350 |
Low (YTD): |
2024-07-30 |
0.390 |
52W High: |
2024-04-16 |
1.350 |
52W Low: |
2023-10-16 |
0.350 |
Avg. price 1W: |
|
0.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.921 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.772 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
111.38% |
Volatility 6M: |
|
105.97% |
Volatility 1Y: |
|
123.58% |
Volatility 3Y: |
|
- |