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: |
|
- |
