BNP Paribas Call 220 CHTR 20.09.2024
/ DE000PC8HFF4
BNP Paribas Call 220 CHTR 20.09.2.../ DE000PC8HFF4 /
| 2024-05-23 9:50:30 PM |
Chg.-0.020 |
Bid9:55:42 PM |
Ask9:55:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-3.51% |
0.550
Bid Size: 28,400 |
0.560
Ask Size: 28,400 |
Charter Communicatio... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC8HFF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
0.47 |
| Time value: |
0.11 |
| Break-even: |
261.23 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
3.53 |
| Rho: |
0.48 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.650 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
