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BNP Paribas Call 220 DHR 20.12.20.../  DE000PN9A0L3  /

Frankfurt Zert./BNP
15/11/2024  21:50:23 Chg.-0.770 Bid21:59:59 Ask21:59:59 Underlying Strike price Expiration date Option type
1.340EUR -36.49% -
Bid Size: -		 -
Ask Size: -		 Danaher Corporation 220.00 USD 20/12/2024 Call
 

Master data

WKN: PN9A0L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 06/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.75
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: 1.00
Time value: 0.39
Break-even: 222.87
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.21%
Delta: 0.73
Theta: -0.11
Omega: 11.48
Rho: 0.14
 

Quote data

Open: 1.990
High: 2.040
Low: 1.300
Previous Close: 2.110
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -42.49%
1 Month
  -74.13%
3 Months
  -73.52%
YTD
  -63.69%
1 Year
  -43.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 1.340
1M High / 1M Low: 5.180 1.340
6M High / 6M Low: 6.190 1.340
High (YTD): 01/08/2024 6.190
Low (YTD): 15/11/2024 1.340
52W High: 01/08/2024 6.190
52W Low: 15/11/2024 1.340
Avg. price 1W:   2.030
Avg. volume 1W:   0.000
Avg. price 1M:   2.887
Avg. volume 1M:   0.000
Avg. price 6M:   4.411
Avg. volume 6M:   0.000
Avg. price 1Y:   4.172
Avg. volume 1Y:   0.000
Volatility 1M:   176.07%
Volatility 6M:   121.09%
Volatility 1Y:   106.93%
Volatility 3Y:   -