OverviewChartNewsTraderScreen

BNP Paribas Call 250 STZ 20.12.20.../  DE000PN4GGT1  /

Frankfurt Zert./BNP
2024-06-07  7:50:21 PM Chg.+0.130 Bid8:05:59 PM Ask8:05:59 PM Underlying Strike price Expiration date Option type
1.900EUR +7.34% 1.880
Bid Size: 2,800		 1.930
Ask Size: 2,800		 Constellation Brands... 250.00 USD 2024-12-20 Call
 

Master data

WKN: PN4GGT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.62
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.01
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.01
Time value: 1.81
Break-even: 247.73
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 2.82%
Delta: 0.58
Theta: -0.05
Omega: 7.32
Rho: 0.62
 

Quote data

Open: 1.770
High: 1.910
Low: 1.700
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.40%
1 Month
  -21.81%
3 Months
  -24.90%
YTD
  -12.44%
1 Year
  -38.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.770
1M High / 1M Low: 2.650 1.540
6M High / 6M Low: 3.550 1.540
High (YTD): 2024-03-28 3.550
Low (YTD): 2024-05-23 1.540
52W High: 2023-08-08 4.580
52W Low: 2024-05-23 1.540
Avg. price 1W:   1.794
Avg. volume 1W:   0.000
Avg. price 1M:   1.963
Avg. volume 1M:   0.000
Avg. price 6M:   2.422
Avg. volume 6M:   0.000
Avg. price 1Y:   2.816
Avg. volume 1Y:   0.000
Volatility 1M:   124.25%
Volatility 6M:   101.28%
Volatility 1Y:   93.85%
Volatility 3Y:   -