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

EUWAX
2024-05-23  9:36:47 AM Chg.-0.003 Bid7:41:57 PM Ask7:41:57 PM Underlying Strike price Expiration date Option type
0.026EUR -10.34% 0.022
Bid Size: 100,000		 0.041
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: 61.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.32
Parity: -1.01
Time value: 0.04
Break-even: 355.13
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.89
Spread abs.: 0.02
Spread %: 64.00%
Delta: 0.14
Theta: -0.06
Omega: 8.33
Rho: 0.10
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -42.22%
3 Months
  -74.00%
YTD
  -95.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.029
1M High / 1M Low: 0.046 0.023
6M High / 6M Low: 0.660 0.023
High (YTD): 2024-01-02 0.540
Low (YTD): 2024-05-02 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.14%
Volatility 6M:   224.31%
Volatility 1Y:   -
Volatility 3Y:   -