BNP Paribas Call 280 DHR 20.12.2024
/ DE000PN9A0R0
BNP Paribas Call 280 DHR 20.12.20.../ DE000PN9A0R0 /
| 9/18/2024 11:50:30 AM |
Chg.+0.010 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+0.92% |
1.100
Bid Size: 7,000 |
1.140
Ask Size: 7,000 |
Danaher Corporation |
280.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN9A0R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.68 |
| Time value: |
1.10 |
| Break-even: |
262.75 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.47 |
| Theta: |
-0.08 |
| Omega: |
10.49 |
| Rho: |
0.27 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.090 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.090 |
| 1M High / 1M Low: |
1.270 |
0.840 |
| 6M High / 6M Low: |
1.960 |
0.480 |
| High (YTD): |
8/1/2024 |
1.960 |
| Low (YTD): |
7/4/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.52% |
| Volatility 6M: |
|
195.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
