BNP Paribas Call 250 DHR 17.01.2025
/ DE000PN9A0W0
BNP Paribas Call 250 DHR 17.01.20.../ DE000PN9A0W0 /
| 2024-08-05 9:50:27 PM |
Chg.-0.380 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.310EUR |
-10.30% |
3.400
Bid Size: 2,000 |
3.420
Ask Size: 2,000 |
Danaher Corporation |
250.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN9A0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
2.45 |
| Time value: |
1.31 |
| Break-even: |
266.73 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
5.02 |
| Rho: |
0.68 |
Quote data
| Open: |
2.820 |
| High: |
3.570 |
| Low: |
2.780 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.34% |
| 1 Month |
|
|
+109.49% |
| 3 Months |
|
|
+43.91% |
| YTD |
|
|
+41.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.990 |
3.460 |
| 1M High / 1M Low: |
3.990 |
1.550 |
| 6M High / 6M Low: |
3.990 |
1.510 |
| High (YTD): |
2024-08-01 |
3.990 |
| Low (YTD): |
2024-07-04 |
1.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.06% |
| Volatility 6M: |
|
136.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
