BNP Paribas Call 220 STZ 20.12.2024
/ DE000PC2XXR2
BNP Paribas Call 220 STZ 20.12.20.../ DE000PC2XXR2 /
2024-06-13 8:34:06 AM |
Chg.+0.02 |
Bid3:49:06 PM |
Ask3:49:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.83EUR |
+0.52% |
3.84 Bid Size: 2,200 |
3.89 Ask Size: 2,200 |
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: |
3.83 |
High: |
3.83 |
Low: |
3.83 |
Previous Close: |
3.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.93% |
1 Month |
|
|
-19.87% |
3 Months |
|
|
-23.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.84 |
3.65 |
1M High / 1M Low: |
4.78 |
3.14 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |