BNP Paribas Call 250 DHR 20.12.2024
/ DE000PN9A0Q2
BNP Paribas Call 250 DHR 20.12.20.../ DE000PN9A0Q2 /
2024-11-15 8:57:23 AM |
Chg.-0.100 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-26.32% |
- Bid Size: - |
- Ask Size: - |
Danaher Corporation |
250.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN9A0Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
145.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-1.85 |
Time value: |
0.15 |
Break-even: |
238.97 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.56 |
Spread abs.: |
0.03 |
Spread %: |
25.00% |
Delta: |
0.17 |
Theta: |
-0.07 |
Omega: |
24.70 |
Rho: |
0.03 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.54% |
1 Month |
|
|
-89.35% |
3 Months |
|
|
-90.31% |
YTD |
|
|
-87.27% |
1 Year |
|
|
-78.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.280 |
1M High / 1M Low: |
2.690 |
0.280 |
6M High / 6M Low: |
3.690 |
0.280 |
High (YTD): |
2024-08-02 |
3.690 |
Low (YTD): |
2024-11-15 |
0.280 |
52W High: |
2024-08-02 |
3.690 |
52W Low: |
2024-11-15 |
0.280 |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.069 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.303 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
382.75% |
Volatility 6M: |
|
210.96% |
Volatility 1Y: |
|
176.05% |
Volatility 3Y: |
|
- |