BNP Paribas Put 450 CHTR 19.12.2025
/ DE000PC1L3Q4
BNP Paribas Put 450 CHTR 19.12.20.../ DE000PC1L3Q4 /
2024-06-24 9:10:03 AM |
Chg.-0.05 |
Bid8:49:52 PM |
Ask8:49:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
-3.18% |
1.50 Bid Size: 52,600 |
1.52 Ask Size: 52,600 |
Charter Communicatio... |
450.00 USD |
2025-12-19 |
Put |
Master data
WKN: |
PC1L3Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.76 |
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: |
0.05 |
Break-even: |
267.04 |
Moneyness: |
1.55 |
Premium: |
0.02 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
-0.66 |
Theta: |
-0.02 |
Omega: |
-1.16 |
Rho: |
-4.94 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.17% |
1 Month |
|
|
-9.52% |
3 Months |
|
|
+2.01% |
YTD |
|
|
+74.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.62 |
1.54 |
1M High / 1M Low: |
1.68 |
1.51 |
6M High / 6M Low: |
1.83 |
0.86 |
High (YTD): |
2024-04-16 |
1.83 |
Low (YTD): |
2024-01-03 |
0.86 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.67% |
Volatility 6M: |
|
75.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |