BNP Paribas Call 250 STZ 20.12.2024
/ DE000PN4GGT1
BNP Paribas Call 250 STZ 20.12.20.../ DE000PN4GGT1 /
| 2024-05-20 8:42:11 AM |
Chg.-0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-0.91% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.50 |
| Time value: |
1.72 |
| Break-even: |
252.14 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
2.30% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
6.67 |
| Rho: |
0.74 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.80% |
| 1 Month |
|
|
-14.90% |
| 3 Months |
|
|
+7.43% |
| YTD |
|
|
-0.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
1.98 |
| 1M High / 1M Low: |
2.78 |
1.98 |
| 6M High / 6M Low: |
3.59 |
1.83 |
| High (YTD): |
2024-03-28 |
3.59 |
| Low (YTD): |
2024-05-16 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.69% |
| Volatility 6M: |
|
96.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
