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BNP Paribas Call 250 STZ 17.01.20.../  DE000PN4GGW5  /

Frankfurt Zert./BNP
14/06/2024  17:35:24 Chg.-0.080 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
2.100EUR -3.67% 2.100
Bid Size: 2,800		 2.150
Ask Size: 2,800		 Constellation Brands... 250.00 USD 17/01/2025 Call
 

Master data

WKN: PN4GGW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 17/01/2025
Issue date: 07/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.54
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.43
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.43
Time value: 1.82
Break-even: 255.33
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 2.27%
Delta: 0.62
Theta: -0.05
Omega: 6.54
Rho: 0.74
 

Quote data

Open: 2.190
High: 2.190
Low: 2.050
Previous Close: 2.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -5.41%
3 Months
  -31.60%
YTD
  -8.30%
1 Year
  -35.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 1.950
1M High / 1M Low: 2.450 1.700
6M High / 6M Low: 3.710 1.700
High (YTD): 28/03/2024 3.710
Low (YTD): 29/05/2024 1.700
52W High: 08/08/2023 4.700
52W Low: 29/05/2024 1.700
Avg. price 1W:   2.070
Avg. volume 1W:   0.000
Avg. price 1M:   1.997
Avg. volume 1M:   0.000
Avg. price 6M:   2.568
Avg. volume 6M:   0.000
Avg. price 1Y:   2.930
Avg. volume 1Y:   0.000
Volatility 1M:   111.11%
Volatility 6M:   95.21%
Volatility 1Y:   90.21%
Volatility 3Y:   -