BNP Paribas Call 250 STZ 17.01.2025
/ DE000PN4GGW5
BNP Paribas Call 250 STZ 17.01.20.../ DE000PN4GGW5 /
| 2024-05-20 8:42:11 AM |
Chg.-0.03 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-1.27% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.34% |
| 1 Month |
|
|
-14.34% |
| 3 Months |
|
|
+4.48% |
| YTD |
|
|
+1.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.14 |
| 1M High / 1M Low: |
2.95 |
2.14 |
| 6M High / 6M Low: |
3.75 |
1.95 |
| High (YTD): |
2024-03-28 |
3.75 |
| Low (YTD): |
2024-02-12 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.40% |
| Volatility 6M: |
|
91.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
