BNP Paribas Call 250 STZ 20.12.2024
/ DE000PN4GGT1
BNP Paribas Call 250 STZ 20.12.20.../ DE000PN4GGT1 /
| 2024-05-17 9:50:26 PM |
Chg.-0.110 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-4.82% |
2.170
Bid Size: 1,400 |
2.220
Ask Size: 1,400 |
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: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.50 |
| Time value: |
1.75 |
| Break-even: |
252.54 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
2.27% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
6.58 |
| Rho: |
0.75 |
Quote data
| Open: |
2.190 |
| High: |
2.230 |
| Low: |
2.020 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.11% |
| 1 Month |
|
|
-15.56% |
| 3 Months |
|
|
+5.34% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.000 |
| 1M High / 1M Low: |
2.760 |
2.000 |
| 6M High / 6M Low: |
3.550 |
1.850 |
| High (YTD): |
2024-03-28 |
3.550 |
| Low (YTD): |
2024-02-09 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.460 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.88% |
| Volatility 6M: |
|
99.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
