BNP Paribas Call 180 DHR 20.12.2024
/ DE000PZ09078
BNP Paribas Call 180 DHR 20.12.20.../ DE000PZ09078 /
| 2024-06-25 9:50:40 PM |
Chg.-0.230 |
Bid9:59:29 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.470EUR |
-2.99% |
7.480
Bid Size: 3,000 |
-
Ask Size: - |
Danaher Corporation |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ0907 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.45 |
| Intrinsic value: |
7.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
7.15 |
| Time value: |
0.55 |
| Break-even: |
244.72 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
2.88 |
| Rho: |
0.70 |
Quote data
| Open: |
7.750 |
| High: |
7.760 |
| Low: |
7.470 |
| Previous Close: |
7.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.98% |
| 1 Month |
|
|
-9.45% |
| 3 Months |
|
|
+4.62% |
| YTD |
|
|
+19.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.780 |
6.970 |
| 1M High / 1M Low: |
8.640 |
6.970 |
| 6M High / 6M Low: |
8.670 |
5.440 |
| High (YTD): |
2024-05-22 |
8.670 |
| Low (YTD): |
2024-01-15 |
5.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.41% |
| Volatility 6M: |
|
64.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
