BNP Paribas Call 250 STZ 21.06.2024
/ DE000PN4GGP9
BNP Paribas Call 250 STZ 21.06.20.../ DE000PN4GGP9 /
| 2024-05-02 8:37:11 AM |
Chg.-0.49 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.90EUR |
-35.25% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN4GGP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.37 |
| Time value: |
0.58 |
| Break-even: |
242.77 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
15.66 |
| Rho: |
0.19 |
Quote data
| Open: |
0.90 |
| High: |
0.90 |
| Low: |
0.90 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.62% |
| 1 Month |
|
|
-56.10% |
| 3 Months |
|
|
-40.79% |
| YTD |
|
|
-30.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.36 |
| 1M High / 1M Low: |
2.15 |
1.28 |
| 6M High / 6M Low: |
2.49 |
1.00 |
| High (YTD): |
2024-03-28 |
2.49 |
| Low (YTD): |
2024-02-20 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.04% |
| Volatility 6M: |
|
146.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
