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

EUWAX
6/21/2024  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 12/20/2024 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: 12/20/2024
Issue date: 6/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.12
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -3.41
Time value: 0.63
Break-even: 286.88
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.36
Spread abs.: 0.05
Spread %: 8.62%
Delta: 0.27
Theta: -0.04
Omega: 10.74
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): 3/28/2024 1.150
Low (YTD): 5/30/2024 0.210
52W High: 8/8/2023 2.170
52W Low: 5/30/2024 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:   -