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BNP Paribas Call 280 STZ 17.01.20.../  DE000PN4GGX3  /

Frankfurt Zert./BNP
2024-07-04  5:35:18 PM Chg.+0.060 Bid5:39:49 PM Ask5:39:49 PM Underlying Strike price Expiration date Option type
0.670EUR +9.84% 0.680
Bid Size: 4,412		 0.830
Ask Size: 3,615		 Constellation Brands... 280.00 USD 2025-01-17 Call
 

Master data

WKN: PN4GGX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.98
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -2.75
Time value: 0.86
Break-even: 268.07
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.25
Spread %: 40.98%
Delta: 0.34
Theta: -0.05
Omega: 9.13
Rho: 0.38
 

Quote data

Open: 0.600
High: 0.680
Low: 0.600
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.17%
1 Month
  -16.25%
3 Months
  -60.12%
YTD
  -43.70%
1 Year
  -65.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.610
1M High / 1M Low: 1.330 0.610
6M High / 6M Low: 2.040 0.610
High (YTD): 2024-03-28 2.040
Low (YTD): 2024-07-03 0.610
52W High: 2023-08-08 3.110
52W Low: 2024-07-03 0.610
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.994
Avg. volume 1M:   0.000
Avg. price 6M:   1.256
Avg. volume 6M:   0.000
Avg. price 1Y:   1.583
Avg. volume 1Y:   0.000
Volatility 1M:   225.20%
Volatility 6M:   149.84%
Volatility 1Y:   130.78%
Volatility 3Y:   -