BNP Paribas Put 450 CHTR 16.01.2026
/ DE000PC1L3W2
BNP Paribas Put 450 CHTR 16.01.20.../ DE000PC1L3W2 /
| 6/24/2024 9:10:03 AM |
Chg.-0.06 |
Bid8:52:41 PM |
Ask8:52:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-3.80% |
1.51
Bid Size: 53,400 |
1.53
Ask Size: 53,400 |
Charter Communicatio... |
450.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC1L3W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
1.49 |
| Time value: |
0.06 |
| Break-even: |
266.04 |
| Moneyness: |
1.55 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-1.13 |
| Rho: |
-5.16 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.17% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
+2.01% |
| YTD |
|
|
+72.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.55 |
| 1M High / 1M Low: |
1.68 |
1.52 |
| 6M High / 6M Low: |
1.83 |
0.87 |
| High (YTD): |
4/16/2024 |
1.83 |
| Low (YTD): |
1/3/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.72% |
| Volatility 6M: |
|
73.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
