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: |
|
- |
