BNP Paribas Call 220 STZ 17.01.2025
/ DE000PC5FYB4
BNP Paribas Call 220 STZ 17.01.20.../ DE000PC5FYB4 /
20/09/2024 21:50:33 |
Chg.-0.070 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
3.080EUR |
-2.22% |
3.070 Bid Size: 6,300 |
3.120 Ask Size: 6,300 |
Constellation Brands... |
220.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC5FYB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.52 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
2.52 |
Time value: |
0.60 |
Break-even: |
228.28 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.63% |
Delta: |
0.82 |
Theta: |
-0.05 |
Omega: |
5.81 |
Rho: |
0.48 |
Quote data
Open: |
3.120 |
High: |
3.150 |
Low: |
3.060 |
Previous Close: |
3.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+2.67% |
3 Months |
|
|
-37.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.570 |
3.080 |
1M High / 1M Low: |
3.570 |
2.530 |
6M High / 6M Low: |
5.830 |
2.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.972 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.55% |
Volatility 6M: |
|
95.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |