BNP Paribas Call 220 STZ 20.06.2025
/ DE000PG4VCR2
BNP Paribas Call 220 STZ 20.06.20.../ DE000PG4VCR2 /
| 08/11/2024 21:50:31 |
Chg.-0.010 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
-0.38% |
2.630
Bid Size: 4,900 |
2.680
Ask Size: 4,900 |
Constellation Brands... |
220.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PG4VCR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
1.34 |
| Break-even: |
232.07 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.90% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
5.67 |
| Rho: |
0.76 |
Quote data
| Open: |
2.580 |
| High: |
2.660 |
| Low: |
2.560 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
-13.96% |
| 3 Months |
|
|
-23.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.050 |
2.350 |
| 1M High / 1M Low: |
3.460 |
2.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
