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BNP Paribas Put 300 CHTR 21.06.20.../  DE000PN2HVA2  /

EUWAX
2024-05-23  8:13:16 AM Chg.+0.010 Bid6:51:46 PM Ask6:51:46 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.310
Bid Size: 54,800		 0.320
Ask Size: 54,800		 Charter Communicatio... 300.00 USD 2024-06-21 Put
 

Master data

WKN: PN2HVA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.64
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.40
Historic volatility: 0.32
Parity: 0.27
Time value: 0.02
Break-even: 248.13
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.79
Theta: -0.12
Omega: -6.85
Rho: -0.18
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -35.00%
3 Months  
+13.04%
YTD  
+340.68%
1 Year
  -3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.430 0.240
6M High / 6M Low: 0.460 0.046
High (YTD): 2024-04-16 0.460
Low (YTD): 2024-01-03 0.053
52W High: 2024-04-16 0.460
52W Low: 2023-11-24 0.046
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.169
Avg. volume 1Y:   0.000
Volatility 1M:   153.97%
Volatility 6M:   322.06%
Volatility 1Y:   250.15%
Volatility 3Y:   -