BNP Paribas Call 240 DHR 20.12.2024
/ DE000PN9A0M1
BNP Paribas Call 240 DHR 20.12.20.../ DE000PN9A0M1 /
2024-09-10 9:50:26 PM |
Chg.+0.140 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.700EUR |
+3.93% |
3.770 Bid Size: 4,000 |
3.800 Ask Size: 4,000 |
Danaher Corporation |
240.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN9A0M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.33 |
Intrinsic value: |
3.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
3.00 |
Time value: |
0.64 |
Break-even: |
253.88 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.82 |
Theta: |
-0.07 |
Omega: |
5.58 |
Rho: |
0.46 |
Quote data
Open: |
3.600 |
High: |
3.730 |
Low: |
3.480 |
Previous Close: |
3.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.28% |
1 Month |
|
|
+2.21% |
3 Months |
|
|
+0.82% |
YTD |
|
|
+39.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.560 |
2.930 |
1M High / 1M Low: |
3.630 |
2.930 |
6M High / 6M Low: |
4.570 |
1.790 |
High (YTD): |
2024-08-01 |
4.570 |
Low (YTD): |
2024-07-04 |
1.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.073 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.10% |
Volatility 6M: |
|
130.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |