BNP Paribas Call 220 STZ 17.01.2025
/ DE000PC5FYB4
BNP Paribas Call 220 STZ 17.01.20.../ DE000PC5FYB4 /
| 2024-05-27 9:50:23 PM |
Chg.+0.070 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.780EUR |
+1.89% |
3.780
Bid Size: 1,900 |
3.900
Ask Size: 1,900 |
Constellation Brands... |
220.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC5FYB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
2.63 |
| Time value: |
1.17 |
| Break-even: |
240.83 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.60% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
4.73 |
| Rho: |
0.91 |
Quote data
| Open: |
3.740 |
| High: |
3.780 |
| Low: |
3.720 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-4.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.480 |
| 1M High / 1M Low: |
4.930 |
3.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
