BNP Paribas Call 250 DHR 17.01.2025
/ DE000PN9A0W0
BNP Paribas Call 250 DHR 17.01.20.../ DE000PN9A0W0 /
| 7/10/2024 8:57:18 AM |
Chg.-0.06 |
Bid12:19:47 PM |
Ask12:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-3.75% |
1.55
Bid Size: 7,000 |
1.59
Ask Size: 7,000 |
Danaher Corporation |
250.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN9A0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.94 |
| Time value: |
1.57 |
| Break-even: |
246.88 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
7.00 |
| Rho: |
0.49 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-47.80% |
| 3 Months |
|
|
-42.32% |
| YTD |
|
|
-33.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.53 |
| 1M High / 1M Low: |
3.09 |
1.53 |
| 6M High / 6M Low: |
3.35 |
1.53 |
| High (YTD): |
5/23/2024 |
3.35 |
| Low (YTD): |
7/8/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
133.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
