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

Frankfurt Zert./BNP
6/7/2024  9:50:29 PM Chg.+0.100 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
1.870EUR +5.65% 1.870
Bid Size: 1,605		 1.920
Ask Size: 1,563		 Constellation Brands... 250.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.10
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.09
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.09
Time value: 1.83
Break-even: 250.65
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 2.67%
Delta: 0.59
Theta: -0.05
Omega: 7.11
Rho: 0.63
 

Quote data

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

Performance

1 Week  
+2.75%
1 Month
  -22.73%
3 Months
  -32.97%
YTD
  -13.82%
1 Year
  -39.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.870 1.770
1M High / 1M Low: 2.650 1.540
6M High / 6M Low: 3.550 1.540
High (YTD): 3/28/2024 3.550
Low (YTD): 5/23/2024 1.540
52W High: 8/8/2023 4.580
52W Low: 5/23/2024 1.540
Avg. price 1W:   1.804
Avg. volume 1W:   0.000
Avg. price 1M:   1.939
Avg. volume 1M:   0.000
Avg. price 6M:   2.421
Avg. volume 6M:   0.000
Avg. price 1Y:   2.811
Avg. volume 1Y:   0.000
Volatility 1M:   126.33%
Volatility 6M:   101.37%
Volatility 1Y:   94.01%
Volatility 3Y:   -