BNP Paribas Call 280 DHR 20.12.2024
/ DE000PN9A0R0
BNP Paribas Call 280 DHR 20.12.20.../ DE000PN9A0R0 /
| 05/08/2024 21:50:27 |
Chg.-0.280 |
Bid21:59:27 |
Ask21:59:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-15.47% |
1.610
Bid Size: 3,500 |
1.630
Ask Size: 3,500 |
Danaher Corporation |
280.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN9A0R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.30 |
| Time value: |
1.85 |
| Break-even: |
275.12 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.54 |
| Theta: |
-0.08 |
| Omega: |
7.40 |
| Rho: |
0.44 |
Quote data
| Open: |
1.210 |
| High: |
1.710 |
| Low: |
1.190 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.55% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
+27.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.570 |
| 1M High / 1M Low: |
1.960 |
0.490 |
| 6M High / 6M Low: |
1.960 |
0.480 |
| High (YTD): |
01/08/2024 |
1.960 |
| Low (YTD): |
04/07/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.21% |
| Volatility 6M: |
|
191.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
