BNP Paribas Put 350 CHTR 20.09.2024
/ DE000PC1L3L5
BNP Paribas Put 350 CHTR 20.09.20.../ DE000PC1L3L5 /
| 27/05/2024 09:11:42 |
Chg.-0.030 |
Bid17:43:52 |
Ask17:43:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-3.90% |
0.720
Bid Size: 26,800 |
0.740
Ask Size: 26,800 |
Charter Communicatio... |
350.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1L3L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.72 |
| Time value: |
0.03 |
| Break-even: |
247.68 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.80 |
| Theta: |
-0.05 |
| Omega: |
-2.66 |
| Rho: |
-0.87 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
+21.31% |
| YTD |
|
|
+252.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.710 |
| 1M High / 1M Low: |
0.890 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
16/04/2024 |
0.900 |
| Low (YTD): |
03/01/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
