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

EUWAX
2024-06-13  8:40:41 AM Chg.+0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.04EUR +0.49% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
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: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month
  -20.62%
3 Months
  -38.18%
YTD
  -11.30%
1 Year
  -37.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.94
1M High / 1M Low: 2.57 1.57
6M High / 6M Low: 3.75 1.57
High (YTD): 2024-03-28 3.75
Low (YTD): 2024-05-30 1.57
52W High: 2023-08-09 4.77
52W Low: 2024-05-30 1.57
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.94
Avg. volume 1Y:   0.00
Volatility 1M:   128.19%
Volatility 6M:   95.71%
Volatility 1Y:   90.50%
Volatility 3Y:   -