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BNP Paribas Call 300 STZ 20.12.20.../  DE000PN4GGV7  /

Frankfurt Zert./BNP
2024-06-14  9:50:42 PM Chg.-0.010 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.360
Bid Size: 8,334		 0.410
Ask Size: 7,318		 Constellation Brands... 300.00 USD 2024-12-20 Call
 

Master data

WKN: PN4GGV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -4.34
Time value: 0.41
Break-even: 284.35
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 13.89%
Delta: 0.20
Theta: -0.03
Omega: 11.73
Rho: 0.23
 

Quote data

Open: 0.360
High: 0.360
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -22.22%
3 Months
  -67.59%
YTD
  -45.31%
1 Year
  -74.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: 0.450 0.240
6M High / 6M Low: 1.100 0.240
High (YTD): 2024-03-28 1.100
Low (YTD): 2024-05-29 0.240
52W High: 2023-08-08 2.130
52W Low: 2024-05-29 0.240
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.621
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   171.81%
Volatility 6M:   158.09%
Volatility 1Y:   143.99%
Volatility 3Y:   -