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BNP Paribas Call 250 STZ 17.01.20.../  DE000PN4GGW5  /

Frankfurt Zert./BNP
2024-05-20  5:35:22 PM Chg.-0.160 Bid5:43:42 PM Ask5:43:42 PM Underlying Strike price Expiration date Option type
2.170EUR -6.87% 2.180
Bid Size: 2,600		 2.230
Ask Size: 2,600		 Constellation Brands... 250.00 USD 2025-01-17 Call
 

Master data

WKN: PN4GGW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.87
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.50
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.50
Time value: 1.88
Break-even: 253.74
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 2.15%
Delta: 0.63
Theta: -0.05
Omega: 6.24
Rho: 0.83
 

Quote data

Open: 2.330
High: 2.330
Low: 2.170
Previous Close: 2.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -25.94%
3 Months
  -3.13%
YTD
  -5.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.160
1M High / 1M Low: 2.900 2.160
6M High / 6M Low: 3.710 1.960
High (YTD): 2024-03-28 3.710
Low (YTD): 2024-02-09 2.120
52W High: - -
52W Low: - -
Avg. price 1W:   2.346
Avg. volume 1W:   0.000
Avg. price 1M:   2.586
Avg. volume 1M:   0.000
Avg. price 6M:   2.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.90%
Volatility 6M:   94.46%
Volatility 1Y:   -
Volatility 3Y:   -