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BNP Paribas Call 240 DHR 20.12.20.../  DE000PN9A0M1  /

Frankfurt Zert./BNP
11/15/2024  9:50:23 PM Chg.-0.410 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
0.320EUR -56.16% 0.320
Bid Size: 12,000		 0.350
Ask Size: 12,000		 Danaher Corporation 240.00 USD 12/20/2024 Call
 

Master data

WKN: PN9A0M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 12/20/2024
Issue date: 10/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.56
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.90
Time value: 0.35
Break-even: 231.47
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.33
Theta: -0.10
Omega: 20.51
Rho: 0.06
 

Quote data

Open: 0.650
High: 0.680
Low: 0.310
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.37%
1 Month
  -90.48%
3 Months
  -90.86%
YTD
  -87.97%
1 Year
  -80.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.320
1M High / 1M Low: 3.490 0.320
6M High / 6M Low: 4.570 0.320
High (YTD): 8/1/2024 4.570
Low (YTD): 11/15/2024 0.320
52W High: 8/1/2024 4.570
52W Low: 11/15/2024 0.320
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   1.500
Avg. volume 1M:   0.000
Avg. price 6M:   2.940
Avg. volume 6M:   0.000
Avg. price 1Y:   2.857
Avg. volume 1Y:   0.000
Volatility 1M:   275.97%
Volatility 6M:   170.24%
Volatility 1Y:   143.73%
Volatility 3Y:   -