BNP Paribas Call 300 STZ 20.12.2024
/ DE000PN4GGV7
BNP Paribas Call 300 STZ 20.12.20.../ DE000PN4GGV7 /
2024-06-21 8:39:47 AM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-3.39% |
- Bid Size: - |
- Ask Size: - |
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: |
39.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-3.47 |
Time value: |
0.62 |
Break-even: |
286.42 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
8.77% |
Delta: |
0.27 |
Theta: |
-0.04 |
Omega: |
10.73 |
Rho: |
0.30 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+62.86% |
1 Month |
|
|
+90.00% |
3 Months |
|
|
-47.71% |
YTD |
|
|
-12.31% |
1 Year |
|
|
-55.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.350 |
1M High / 1M Low: |
0.590 |
0.210 |
6M High / 6M Low: |
1.150 |
0.210 |
High (YTD): |
2024-03-28 |
1.150 |
Low (YTD): |
2024-05-30 |
0.210 |
52W High: |
2023-08-08 |
2.170 |
52W Low: |
2024-05-30 |
0.210 |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.626 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.937 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
252.18% |
Volatility 6M: |
|
174.33% |
Volatility 1Y: |
|
152.15% |
Volatility 3Y: |
|
- |