BNP Paribas Call 250 STZ 17.01.2025
/ DE000PN4GGW5
BNP Paribas Call 250 STZ 17.01.20.../ DE000PN4GGW5 /
| 13/06/2024 12:20:58 |
Chg.-0.090 |
Bid12:29:02 |
Ask12:29:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-4.33% |
2.010
Bid Size: 1,493 |
2.060
Ask Size: 1,457 |
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: |
11.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
1.87 |
| Break-even: |
252.21 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.44% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
6.71 |
| Rho: |
0.72 |
Quote data
| Open: |
2.040 |
| High: |
2.050 |
| Low: |
1.990 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.11% |
| 1 Month |
|
|
-22.57% |
| 3 Months |
|
|
-38.77% |
| YTD |
|
|
-13.10% |
| 1 Year |
|
|
-40.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.930 |
| 1M High / 1M Low: |
2.570 |
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: |
|
2.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.935 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
119.01% |
| Volatility 6M: |
|
95.11% |
| Volatility 1Y: |
|
90.12% |
| Volatility 3Y: |
|
- |
