BNP Paribas Call 250 STZ 20.12.2024
/ DE000PN4GGT1
BNP Paribas Call 250 STZ 20.12.20.../ DE000PN4GGT1 /
6/14/2024 8:41:16 AM |
Chg.+0.14 |
Bid1:30:11 PM |
Ask1:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.01EUR |
+7.49% |
1.94 Bid Size: 1,547 |
1.99 Ask Size: 1,508 |
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: |
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): |
3/28/2024 |
3.59 |
Low (YTD): |
5/30/2024 |
1.42 |
52W High: |
8/9/2023 |
4.64 |
52W Low: |
5/30/2024 |
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: |
|
- |