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BNP Paribas Put 320 CHTR 21.06.20.../  DE000PN2HVB0  /

Frankfurt Zert./BNP
2024-05-23  8:50:34 PM Chg.+0.030 Bid9:12:19 PM Ask9:12:19 PM Underlying Strike price Expiration date Option type
0.490EUR +6.52% 0.490
Bid Size: 49,800		 0.500
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:   -