BNP Paribas Call 280 STZ 17.01.2025
/ DE000PN4GGX3
BNP Paribas Call 280 STZ 17.01.20.../ DE000PN4GGX3 /
2024-05-23 9:50:32 PM |
Chg.-0.100 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-13.33% |
0.650 Bid Size: 4,616 |
0.700 Ask Size: 4,286 |
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: |
28.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-2.87 |
Time value: |
0.81 |
Break-even: |
266.76 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.05 |
Spread %: |
6.58% |
Delta: |
0.33 |
Theta: |
-0.04 |
Omega: |
9.41 |
Rho: |
0.45 |
Quote data
Open: |
0.760 |
High: |
0.770 |
Low: |
0.650 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-39.81% |
1 Month |
|
|
-53.90% |
3 Months |
|
|
-43.97% |
YTD |
|
|
-45.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.750 |
1M High / 1M Low: |
1.410 |
0.750 |
6M High / 6M Low: |
2.040 |
0.750 |
High (YTD): |
2024-03-28 |
2.040 |
Low (YTD): |
2024-05-22 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.884 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.308 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.96% |
Volatility 6M: |
|
126.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |