BNP Paribas Call 220 STZ 17.01.2025
/ DE000PC5FYB4
BNP Paribas Call 220 STZ 17.01.20.../ DE000PC5FYB4 /
| 6/20/2024 9:50:21 PM |
Chg.-0.040 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.820EUR |
-0.82% |
4.860
Bid Size: 5,500 |
4.920
Ask Size: 5,500 |
Constellation Brands... |
220.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
4.06 |
| Time value: |
0.95 |
| Break-even: |
254.81 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
3.09% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
4.11 |
| Rho: |
0.90 |
Quote data
| Open: |
4.910 |
| High: |
4.980 |
| Low: |
4.770 |
| Previous Close: |
4.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.14% |
| 1 Month |
|
|
+23.59% |
| 3 Months |
|
|
-15.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
4.080 |
| 1M High / 1M Low: |
4.910 |
3.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
