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BNP Paribas Call 280 STZ 17.01.20.../  DE000PN4GGX3  /

Frankfurt Zert./BNP
2024-06-07  10:50:33 AM Chg.-0.010 Bid11:10:03 AM Ask11:10:03 AM Underlying Strike price Expiration date Option type
0.770EUR -1.28% 0.750
Bid Size: 4,000		 0.800
Ask Size: 3,750		 Constellation Brands... 280.00 USD 2025-01-17 Call
 

Master data

WKN: PN4GGX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.67
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -2.74
Time value: 0.83
Break-even: 265.37
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 6.41%
Delta: 0.34
Theta: -0.04
Omega: 9.33
Rho: 0.42
 

Quote data

Open: 0.780
High: 0.780
Low: 0.770
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.94%
1 Month
  -33.62%
3 Months
  -42.96%
YTD
  -35.29%
1 Year
  -60.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.780
1M High / 1M Low: 1.300 0.650
6M High / 6M Low: 2.040 0.650
High (YTD): 2024-03-28 2.040
Low (YTD): 2024-05-23 0.650
52W High: 2023-08-08 3.110
52W Low: 2024-05-23 0.650
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   1.273
Avg. volume 6M:   0.000
Avg. price 1Y:   1.656
Avg. volume 1Y:   0.000
Volatility 1M:   161.32%
Volatility 6M:   127.66%
Volatility 1Y:   116.90%
Volatility 3Y:   -