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BNP Paribas Call 200 DHR 17.01.20.../  DE000PN9A0T6  /

Frankfurt Zert./BNP
2024-08-06  10:21:07 AM Chg.+0.510 Bid10:46:13 AM Ask10:46:13 AM Underlying Strike price Expiration date Option type
7.420EUR +7.38% 7.330
Bid Size: 3,000		 7.380
Ask Size: 3,000		 Danaher Corporation 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN9A0T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 6.64
Intrinsic value: 6.33
Implied volatility: 0.41
Historic volatility: 0.21
Parity: 6.33
Time value: 0.67
Break-even: 252.64
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.05
Omega: 3.15
Rho: 0.68
 

Quote data

Open: 7.110
High: 7.510
Low: 7.110
Previous Close: 6.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.62%
1 Month  
+60.95%
3 Months  
+34.42%
YTD  
+48.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.980 6.910
1M High / 1M Low: 7.980 4.580
6M High / 6M Low: 7.980 4.480
High (YTD): 2024-08-01 7.980
Low (YTD): 2024-01-15 4.230
52W High: - -
52W Low: - -
Avg. price 1W:   7.576
Avg. volume 1W:   0.000
Avg. price 1M:   6.130
Avg. volume 1M:   0.000
Avg. price 6M:   5.977
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.25%
Volatility 6M:   82.26%
Volatility 1Y:   -
Volatility 3Y:   -