BNP Paribas Call 280 DHR 20.12.2024
/ DE000PN9A0R0
BNP Paribas Call 280 DHR 20.12.20.../ DE000PN9A0R0 /
2024-06-28 9:50:32 PM |
Chg.-0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-3.57% |
0.830 Bid Size: 11,000 |
0.840 Ask Size: 11,000 |
Danaher Corporation |
280.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN9A0R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 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: |
27.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-2.81 |
Time value: |
0.84 |
Break-even: |
269.74 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
1.20% |
Delta: |
0.33 |
Theta: |
-0.05 |
Omega: |
9.18 |
Rho: |
0.33 |
Quote data
Open: |
0.830 |
High: |
0.900 |
Low: |
0.810 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.49% |
1 Month |
|
|
-28.95% |
3 Months |
|
|
-38.64% |
YTD |
|
|
-32.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.810 |
1M High / 1M Low: |
1.570 |
0.770 |
6M High / 6M Low: |
1.790 |
0.770 |
High (YTD): |
2024-03-01 |
1.790 |
Low (YTD): |
2024-06-20 |
0.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.239 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.23% |
Volatility 6M: |
|
165.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |