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

EUWAX
14/06/2024  08:41:16 Chg.+0.14 Bid12:38:31 Ask12:38:31 Underlying Strike price Expiration date Option type
2.01EUR +7.49% 1.92
Bid Size: 1,563		 1.97
Ask Size: 1,523		 Constellation Brands... 250.00 USD 20/12/2024 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: 20/12/2024
Issue date: 07/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.40
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.43
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.43
Time value: 1.65
Break-even: 253.63
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 2.46%
Delta: 0.62
Theta: -0.05
Omega: 7.05
Rho: 0.65
 

Quote data

Open: 2.01
High: 2.01
Low: 2.01
Previous Close: 1.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.92%
1 Month
  -16.60%
3 Months
  -36.19%
YTD
  -7.80%
1 Year
  -36.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.78
1M High / 1M Low: 2.41 1.42
6M High / 6M Low: 3.59 1.42
High (YTD): 28/03/2024 3.59
Low (YTD): 30/05/2024 1.42
52W High: 09/08/2023 4.64
52W Low: 30/05/2024 1.42
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   2.43
Avg. volume 6M:   0.00
Avg. price 1Y:   2.80
Avg. volume 1Y:   0.00
Volatility 1M:   136.61%
Volatility 6M:   100.40%
Volatility 1Y:   94.38%
Volatility 3Y:   -