BNP Paribas Put 320 CHTR 21.06.2024
/ DE000PN2HVB0
BNP Paribas Put 320 CHTR 21.06.20.../ DE000PN2HVB0 /
2024-05-23 9:20:36 PM |
Chg.+0.030 |
Bid9:31:09 PM |
Ask9:31:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+6.52% |
0.480 Bid Size: 49,800 |
0.490 Ask Size: 49,800 |
Charter Communicatio... |
320.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
PN2HVB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 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: |
-5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.46 |
Historic volatility: |
0.32 |
Parity: |
0.45 |
Time value: |
0.01 |
Break-even: |
249.61 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
-0.89 |
Theta: |
-0.08 |
Omega: |
-4.82 |
Rho: |
-0.21 |
Quote data
Open: |
0.430 |
High: |
0.490 |
Low: |
0.430 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.50% |
1 Month |
|
|
-7.55% |
3 Months |
|
|
+53.13% |
YTD |
|
|
+444.44% |
1 Year |
|
|
+40.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.400 |
1M High / 1M Low: |
0.600 |
0.400 |
6M High / 6M Low: |
0.620 |
0.070 |
High (YTD): |
2024-04-16 |
0.620 |
Low (YTD): |
2024-01-03 |
0.080 |
52W High: |
2024-04-16 |
0.620 |
52W Low: |
2023-11-24 |
0.070 |
Avg. price 1W: |
|
0.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.236 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
138.83% |
Volatility 6M: |
|
263.74% |
Volatility 1Y: |
|
216.25% |
Volatility 3Y: |
|
- |