BNP Paribas Call 300 STZ 17.01.2025
/ DE000PN4GGY1
BNP Paribas Call 300 STZ 17.01.20.../ DE000PN4GGY1 /
2024-05-28 6:35:24 PM |
Chg.-0.060 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-16.22% |
0.310 Bid Size: 9,678 |
0.360 Ask Size: 8,334 |
Constellation Brands... |
300.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN4GGY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 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: |
48.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-4.74 |
Time value: |
0.47 |
Break-even: |
280.91 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.10 |
Spread %: |
27.03% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
10.38 |
Rho: |
0.28 |
Quote data
Open: |
0.350 |
High: |
0.360 |
Low: |
0.310 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.42% |
1 Month |
|
|
-57.53% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-56.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.300 |
1M High / 1M Low: |
0.730 |
0.300 |
6M High / 6M Low: |
1.250 |
0.300 |
High (YTD): |
2024-03-28 |
1.250 |
Low (YTD): |
2024-05-23 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.502 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.756 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.21% |
Volatility 6M: |
|
149.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |