BNP Paribas Call 200 DHR 17.01.2025
/ DE000PN9A0T6
BNP Paribas Call 200 DHR 17.01.20.../ DE000PN9A0T6 /
| 2024-06-25 9:50:37 PM |
Chg.-0.210 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.880EUR |
-3.45% |
5.880
Bid Size: 4,000 |
5.890
Ask Size: 4,000 |
Danaher Corporation |
200.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN9A0T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.72 |
| Intrinsic value: |
5.29 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
5.29 |
| Time value: |
0.83 |
| Break-even: |
247.56 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.41 |
| Rho: |
0.83 |
Quote data
| Open: |
6.140 |
| High: |
6.140 |
| Low: |
5.880 |
| Previous Close: |
6.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.01% |
| 1 Month |
|
|
-11.58% |
| 3 Months |
|
|
+2.98% |
| YTD |
|
|
+17.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.190 |
5.410 |
| 1M High / 1M Low: |
7.020 |
5.410 |
| 6M High / 6M Low: |
7.040 |
4.230 |
| High (YTD): |
2024-05-22 |
7.040 |
| Low (YTD): |
2024-01-15 |
4.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.88% |
| Volatility 6M: |
|
76.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
