BNP Paribas Call 240 DHR 20.12.2024
/ DE000PN9A0M1
BNP Paribas Call 240 DHR 20.12.20.../ DE000PN9A0M1 /
| 8/5/2024 8:20:50 AM |
Chg.-0.960 |
Bid8:42:16 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
-22.54% |
3.270
Bid Size: 1,000 |
-
Ask Size: - |
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: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.37 |
| Time value: |
0.95 |
| Break-even: |
263.16 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
4.70 |
| Rho: |
0.60 |
Quote data
| Open: |
3.300 |
| High: |
3.300 |
| Low: |
3.300 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
+21.77% |
| YTD |
|
|
+24.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.570 |
4.000 |
| 1M High / 1M Low: |
4.570 |
1.830 |
| 6M High / 6M Low: |
4.570 |
1.790 |
| High (YTD): |
8/1/2024 |
4.570 |
| Low (YTD): |
7/4/2024 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.13% |
| Volatility 6M: |
|
130.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
