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BNP Paribas Put 400 CHTR 17.01.20.../  DE000PE9AB86  /

Frankfurt Zert./BNP
2024-06-06  7:50:41 PM Chg.-0.060 Bid8:06:51 PM Ask8:06:51 PM Underlying Strike price Expiration date Option type
1.060EUR -5.36% 1.080
Bid Size: 50,600		 1.100
Ask Size: 50,600		 Charter Communicatio... 400.00 - 2025-01-17 Put
 

Master data

WKN: PE9AB8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -2.24
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.44
Implied volatility: -
Historic volatility: 0.31
Parity: 1.44
Time value: -0.30
Break-even: 286.00
Moneyness: 1.56
Premium: -0.12
Premium p.a.: -0.18
Spread abs.: 0.02
Spread %: 1.79%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.120
High: 1.120
Low: 1.060
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.83%
1 Month
  -10.92%
3 Months
  -8.62%
YTD  
+130.43%
1 Year  
+24.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 1.050
1M High / 1M Low: 1.250 1.050
6M High / 6M Low: 1.360 0.460
High (YTD): 2024-04-16 1.360
Low (YTD): 2024-01-03 0.460
52W High: 2024-04-16 1.360
52W Low: 2023-10-16 0.360
Avg. price 1W:   1.092
Avg. volume 1W:   0.000
Avg. price 1M:   1.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.939
Avg. volume 6M:   0.000
Avg. price 1Y:   0.714
Avg. volume 1Y:   0.000
Volatility 1M:   58.33%
Volatility 6M:   112.18%
Volatility 1Y:   105.32%
Volatility 3Y:   -