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BNP Paribas Call 280 STZ 17.01.20.../  DE000PN4GGX3  /

Frankfurt Zert./BNP
2024-06-21  3:35:21 PM Chg.+0.010 Bid3:41:28 PM Ask3:41:28 PM Underlying Strike price Expiration date Option type
1.260EUR +0.80% 1.290
Bid Size: 4,000		 1.340
Ask Size: 4,000		 Constellation Brands... 280.00 USD 2025-01-17 Call
 

Master data

WKN: PN4GGX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.60
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -1.60
Time value: 1.32
Break-even: 274.74
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 3.94%
Delta: 0.44
Theta: -0.05
Omega: 8.22
Rho: 0.55
 

Quote data

Open: 1.270
High: 1.270
Low: 1.250
Previous Close: 1.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.18%
1 Month  
+59.49%
3 Months
  -37.00%
YTD  
+5.88%
1 Year
  -37.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.880
1M High / 1M Low: 1.310 0.650
6M High / 6M Low: 2.040 0.650
High (YTD): 2024-03-28 2.040
Low (YTD): 2024-05-23 0.650
52W High: 2023-08-08 3.110
52W Low: 2024-05-23 0.650
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   1.266
Avg. volume 6M:   0.000
Avg. price 1Y:   1.617
Avg. volume 1Y:   0.000
Volatility 1M:   170.37%
Volatility 6M:   134.83%
Volatility 1Y:   123.08%
Volatility 3Y:   -