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

EUWAX
14/06/2024  08:41:16 Chg.+0.14 Bid13:44:58 Ask13:44:58 Underlying Strike price Expiration date Option type
2.18EUR +6.86% 2.10
Bid Size: 1,429		 2.15
Ask Size: 1,400		 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: 2.18
High: 2.18
Low: 2.18
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.37%
1 Month
  -15.18%
3 Months
  -33.94%
YTD
  -5.22%
1 Year
  -32.92%
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): 28/03/2024 3.75
Low (YTD): 30/05/2024 1.57
52W High: 09/08/2023 4.77
52W Low: 30/05/2024 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:   -