BNP Paribas Call 240 STZ 21.06.2024
/ DE000PN4GGN4
BNP Paribas Call 240 STZ 21.06.20.../ DE000PN4GGN4 /
| 2024-05-02 10:18:23 AM |
Chg.-0.58 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-26.73% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN4GGN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
1.30 |
| Time value: |
0.31 |
| Break-even: |
240.04 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
3.21% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
11.91 |
| Rho: |
0.24 |
Quote data
| Open: |
1.58 |
| High: |
1.59 |
| Low: |
1.58 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.06% |
| 1 Month |
|
|
-43.42% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-10.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.13 |
| 1M High / 1M Low: |
2.92 |
2.00 |
| 6M High / 6M Low: |
3.28 |
1.45 |
| High (YTD): |
2024-03-28 |
3.28 |
| Low (YTD): |
2024-02-20 |
1.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.60% |
| Volatility 6M: |
|
123.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
