BNP Paribas Call 250 CHTR 21.06.2024
/ DE000PC7Y2X1
BNP Paribas Call 250 CHTR 21.06.2.../ DE000PC7Y2X1 /
| 2024-05-23 8:34:58 AM |
Chg.-0.020 |
Bid9:45:25 PM |
Ask9:45:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
0.210
Bid Size: 30,300 |
0.220
Ask Size: 30,300 |
Charter Communicatio... |
250.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.19 |
| Time value: |
0.06 |
| Break-even: |
255.94 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.76 |
| Theta: |
-0.19 |
| Omega: |
7.64 |
| Rho: |
0.13 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
