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

EUWAX
7/26/2024  8:40:57 AM Chg.+0.030 Bid11:45:57 AM Ask11:45:57 AM Underlying Strike price Expiration date Option type
0.170EUR +21.43% 0.180
Bid Size: 10,000		 0.230
Ask Size: 10,000		 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: 104.46
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -4.66
Time value: 0.22
Break-even: 278.66
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.05
Spread %: 29.41%
Delta: 0.14
Theta: -0.03
Omega: 14.36
Rho: 0.12
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.00%
3 Months
  -74.24%
YTD
  -73.85%
1 Year
  -91.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.500 0.100
6M High / 6M Low: 1.150 0.100
High (YTD): 3/28/2024 1.150
Low (YTD): 7/23/2024 0.100
52W High: 8/8/2023 2.170
52W Low: 7/23/2024 0.100
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.828
Avg. volume 1Y:   0.000
Volatility 1M:   404.63%
Volatility 6M:   235.40%
Volatility 1Y:   184.89%
Volatility 3Y:   -