BNP Paribas Call 250 STZ 20.09.2024
/ DE000PC9P9M8
BNP Paribas Call 250 STZ 20.09.20.../ DE000PC9P9M8 /
| 2024-05-31 9:50:35 PM |
Chg.+0.140 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+12.84% |
1.260
Bid Size: 2,381 |
1.310
Ask Size: 2,291 |
Constellation Brands... |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9P9M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.02 |
| Time value: |
1.29 |
| Break-even: |
243.55 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.97% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
9.93 |
| Rho: |
0.36 |
Quote data
| Open: |
1.040 |
| High: |
1.230 |
| Low: |
0.960 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.990 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
