BNP Paribas Call 220 STZ 21.06.2024
/ DE000PZ090K3
BNP Paribas Call 220 STZ 21.06.20.../ DE000PZ090K3 /
| 16/04/2024 21:50:33 |
Chg.+0.060 |
Bid21:59:33 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.770EUR |
+1.62% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
220.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PZ090K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
17/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.16 |
| Parity: |
1.17 |
| Time value: |
2.57 |
| Break-even: |
257.40 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.43 |
| Omega: |
3.91 |
| Rho: |
0.11 |
Quote data
| Open: |
3.770 |
| High: |
3.940 |
| Low: |
3.420 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+31.36% |
| YTD |
|
|
+27.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.770 |
3.770 |
| 6M High / 6M Low: |
4.950 |
2.600 |
| High (YTD): |
28/03/2024 |
4.950 |
| Low (YTD): |
09/02/2024 |
2.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
96.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
