BNP Paribas Call 220 STZ 20.12.2024
/ DE000PC2XXR2
BNP Paribas Call 220 STZ 20.12.20.../ DE000PC2XXR2 /
| 2024-06-13 8:50:28 PM |
Chg.+0.080 |
Bid8:52:43 PM |
Ask8:52:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.970EUR |
+2.06% |
3.990
Bid Size: 4,400 |
4.040
Ask Size: 4,400 |
Constellation Brands... |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2XXR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
3.01 |
| Time value: |
0.88 |
| Break-even: |
242.36 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.30% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.90 |
| Rho: |
0.79 |
Quote data
| Open: |
3.840 |
| High: |
3.980 |
| Low: |
3.780 |
| Previous Close: |
3.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.17% |
| 1 Month |
|
|
-11.58% |
| 3 Months |
|
|
-22.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.910 |
3.670 |
| 1M High / 1M Low: |
4.490 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
