BNP Paribas Put 450 CHTR 16.01.2026
/ DE000PC1L3W2
BNP Paribas Put 450 CHTR 16.01.20.../ DE000PC1L3W2 /
| 2024-05-27 7:20:40 PM |
Chg.-0.020 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.20% |
1.640
Bid Size: 27,100 |
1.680
Ask Size: 27,100 |
Charter Communicatio... |
450.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1L3W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
1.65 |
| Time value: |
0.03 |
| Break-even: |
246.88 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-0.96 |
| Rho: |
-5.40 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.640 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
-9.39% |
| 3 Months |
|
|
+9.33% |
| YTD |
|
|
+86.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.630 |
| 1M High / 1M Low: |
1.810 |
1.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
1.830 |
| Low (YTD): |
2024-01-03 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
