BNP Paribas Call 200 DHR 17.01.2025
/ DE000PN9A0T6
BNP Paribas Call 200 DHR 17.01.20.../ DE000PN9A0T6 /
| 7/10/2024 8:57:18 AM |
Chg.-0.11 |
Bid4:24:28 PM |
Ask4:24:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.58EUR |
-2.35% |
4.66
Bid Size: 8,000 |
4.67
Ask Size: 8,000 |
Danaher Corporation |
200.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN9A0T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.68 |
| Time value: |
0.93 |
| Break-even: |
231.04 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
3.97 |
| Rho: |
0.72 |
Quote data
| Open: |
4.58 |
| High: |
4.58 |
| Low: |
4.58 |
| Previous Close: |
4.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.55% |
| 1 Month |
|
|
-31.02% |
| 3 Months |
|
|
-22.24% |
| YTD |
|
|
-7.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.77 |
4.53 |
| 1M High / 1M Low: |
6.83 |
4.53 |
| 6M High / 6M Low: |
7.08 |
4.23 |
| High (YTD): |
6/7/2024 |
7.08 |
| Low (YTD): |
1/15/2024 |
4.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.32% |
| Volatility 6M: |
|
81.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
