BNP Paribas Call 250 STZ 20.12.2024
/ DE000PN4GGT1
BNP Paribas Call 250 STZ 20.12.20.../ DE000PN4GGT1 /
2024-06-07 9:50:29 PM |
Chg.+0.100 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.870EUR |
+5.65% |
1.870 Bid Size: 1,605 |
1.920 Ask Size: 1,563 |
Constellation Brands... |
250.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN4GGT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
0.09 |
Time value: |
1.83 |
Break-even: |
250.65 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
2.67% |
Delta: |
0.59 |
Theta: |
-0.05 |
Omega: |
7.11 |
Rho: |
0.63 |
Quote data
Open: |
1.770 |
High: |
1.910 |
Low: |
1.700 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.75% |
1 Month |
|
|
-22.73% |
3 Months |
|
|
-32.97% |
YTD |
|
|
-13.82% |
1 Year |
|
|
-39.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.770 |
1M High / 1M Low: |
2.650 |
1.540 |
6M High / 6M Low: |
3.550 |
1.540 |
High (YTD): |
2024-03-28 |
3.550 |
Low (YTD): |
2024-05-23 |
1.540 |
52W High: |
2023-08-08 |
4.580 |
52W Low: |
2024-05-23 |
1.540 |
Avg. price 1W: |
|
1.804 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.939 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.421 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.811 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
126.33% |
Volatility 6M: |
|
101.37% |
Volatility 1Y: |
|
94.01% |
Volatility 3Y: |
|
- |