BNP Paribas Call 250 CHTR 21.06.2024
/ DE000PC7Y2X1
BNP Paribas Call 250 CHTR 21.06.2.../ DE000PC7Y2X1 /
| 5/27/2024 5:21:02 PM |
Chg.+0.010 |
Bid5:21:16 PM |
Ask5:21:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.240
Bid Size: 28,000 |
0.260
Ask Size: 28,000 |
Charter Communicatio... |
250.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PC7Y2X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
0.20 |
| Time value: |
0.04 |
| Break-even: |
254.49 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.79 |
| Theta: |
-0.18 |
| Omega: |
8.23 |
| Rho: |
0.12 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.320 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
