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BNP Paribas Call 380 CHTR 20.09.2.../  DE000PZ09Z12  /

EUWAX
2024-06-06  9:47:32 AM Chg.-0.004 Bid7:56:42 PM Ask7:56:42 PM Underlying Strike price Expiration date Option type
0.022EUR -15.38% 0.028
Bid Size: 100,000		 0.091
Ask Size: 100,000		 Charter Communicatio... 380.00 USD 2024-09-20 Call
 

Master data

WKN: PZ09Z1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.31
Parity: -0.94
Time value: 0.09
Break-even: 358.56
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 2.20
Spread abs.: 0.07
Spread %: 295.65%
Delta: 0.22
Theta: -0.12
Omega: 6.22
Rho: 0.14
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -12.00%
3 Months
  -72.84%
YTD
  -96.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.019
1M High / 1M Low: 0.039 0.019
6M High / 6M Low: 0.550 0.019
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-05-30 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.14%
Volatility 6M:   237.62%
Volatility 1Y:   -
Volatility 3Y:   -