BNP Paribas Call 250 STZ 16.01.2026
/ DE000PC1LHB6
BNP Paribas Call 250 STZ 16.01.20.../ DE000PC1LHB6 /
| 2024-06-13 9:21:25 AM |
Chg.+0.02 |
Bid6:46:31 PM |
Ask6:46:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+0.56% |
3.66
Bid Size: 1,800 |
3.72
Ask Size: 1,800 |
Constellation Brands... |
250.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
3.45 |
| Break-even: |
268.01 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.66% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
4.09 |
| Rho: |
1.81 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.02% |
| 1 Month |
|
|
-17.73% |
| 3 Months |
|
|
-23.14% |
| YTD |
|
|
+3.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.62 |
3.48 |
| 1M High / 1M Low: |
4.40 |
3.22 |
| 6M High / 6M Low: |
5.23 |
3.18 |
| High (YTD): |
2024-03-26 |
5.23 |
| Low (YTD): |
2024-05-30 |
3.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.69% |
| Volatility 6M: |
|
59.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
