BNP Paribas Call 200 DHR 17.01.2025
/ DE000PN9A0T6
BNP Paribas Call 200 DHR 17.01.20.../ DE000PN9A0T6 /
06/08/2024 08:21:02 |
Chg.+0.200 |
Bid08:32:53 |
Ask08:32:53 |
Underlying |
Strike price |
Expiration date |
Option type |
7.110EUR |
+2.89% |
7.120 Bid Size: 1,500 |
7.160 Ask Size: 1,500 |
Danaher Corporation |
200.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN9A0T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
06/10/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.34 |
Intrinsic value: |
7.03 |
Implied volatility: |
0.40 |
Historic volatility: |
0.21 |
Parity: |
7.03 |
Time value: |
0.57 |
Break-even: |
259.30 |
Moneyness: |
1.38 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.05 |
Omega: |
3.07 |
Rho: |
0.71 |
Quote data
Open: |
7.110 |
High: |
7.110 |
Low: |
7.110 |
Previous Close: |
6.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.69% |
1 Month |
|
|
+54.23% |
3 Months |
|
|
+28.80% |
YTD |
|
|
+42.20% |
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): |
01/08/2024 |
7.980 |
Low (YTD): |
15/01/2024 |
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: |
|
- |