BNP Paribas Call 250 STZ 17.01.2025
/ DE000PN4GGW5
BNP Paribas Call 250 STZ 17.01.20.../ DE000PN4GGW5 /
| 23/05/2024 21:50:32 |
Chg.-0.200 |
Bid21:58:48 |
Ask21:58:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-10.53% |
1.710
Bid Size: 1,755 |
1.760
Ask Size: 1,705 |
Constellation Brands... |
250.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
07/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.10 |
| Time value: |
1.97 |
| Break-even: |
250.64 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.60% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
6.78 |
| Rho: |
0.75 |
Quote data
| Open: |
1.920 |
| High: |
1.930 |
| Low: |
1.700 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.61% |
| 1 Month |
|
|
-41.38% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-25.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
1.900 |
| 1M High / 1M Low: |
2.900 |
1.900 |
| 6M High / 6M Low: |
3.710 |
1.900 |
| High (YTD): |
28/03/2024 |
3.710 |
| Low (YTD): |
22/05/2024 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.15% |
| Volatility 6M: |
|
95.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
