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

EUWAX
2024-09-23  9:46:55 AM Chg.0.000 Bid6:16:37 PM Ask6:16:37 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% 0.110
Bid Size: 23,800		 0.160
Ask Size: 23,800		 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: 202.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -4.65
Time value: 0.11
Break-even: 269.94
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.24
Spread abs.: 0.05
Spread %: 83.33%
Delta: 0.09
Theta: -0.03
Omega: 17.78
Rho: 0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -14.29%
3 Months
  -89.47%
YTD
  -90.77%
1 Year
  -96.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.110 0.020
6M High / 6M Low: 1.150 0.020
High (YTD): 2024-03-28 1.150
Low (YTD): 2024-09-05 0.020
52W High: 2023-09-25 1.460
52W Low: 2024-09-05 0.020
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.547
Avg. volume 1Y:   0.000
Volatility 1M:   968.17%
Volatility 6M:   455.58%
Volatility 1Y:   336.46%
Volatility 3Y:   -