BNP Paribas Call 260 STZ 21.06.2024
/ DE000PN4GGQ7
BNP Paribas Call 260 STZ 21.06.20.../ DE000PN4GGQ7 /
6/10/2024 1:21:24 PM |
Chg.-0.030 |
Bid1:33:32 PM |
Ask1:33:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-33.33% |
0.060 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
Constellation Brands... |
260.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
PN4GGQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
6/7/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
166.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-0.84 |
Time value: |
0.14 |
Break-even: |
242.61 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
2.94 |
Spread abs.: |
0.05 |
Spread %: |
55.56% |
Delta: |
0.23 |
Theta: |
-0.15 |
Omega: |
38.54 |
Rho: |
0.02 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.060 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-91.78% |
3 Months |
|
|
-94.87% |
YTD |
|
|
-93.26% |
1 Year |
|
|
-96.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.070 |
1M High / 1M Low: |
0.730 |
0.070 |
6M High / 6M Low: |
1.720 |
0.070 |
High (YTD): |
3/28/2024 |
1.720 |
Low (YTD): |
6/6/2024 |
0.070 |
52W High: |
7/28/2023 |
3.180 |
52W Low: |
6/6/2024 |
0.070 |
Avg. price 1W: |
|
0.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.202 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.844 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.364 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
532.02% |
Volatility 6M: |
|
272.37% |
Volatility 1Y: |
|
212.72% |
Volatility 3Y: |
|
- |