BNP Paribas Call 200 DHR 20.12.2024
/ DE000PN9A0K5
BNP Paribas Call 200 DHR 20.12.20.../ DE000PN9A0K5 /
| 2024-09-27 9:50:31 AM |
Chg.+0.110 |
Bid2024-09-27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.150EUR |
+1.56% |
7.150
Bid Size: 1,500 |
-
Ask Size: - |
Danaher Corporation |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN9A0K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.24 |
| Intrinsic value: |
6.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
6.10 |
| Time value: |
0.19 |
| Break-even: |
242.60 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.47% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.71 |
| Rho: |
0.40 |
Quote data
| Open: |
7.140 |
| High: |
7.170 |
| Low: |
7.140 |
| Previous Close: |
7.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.99% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+28.37% |
| YTD |
|
|
+45.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.040 |
6.290 |
| 1M High / 1M Low: |
7.150 |
6.070 |
| 6M High / 6M Low: |
7.910 |
4.360 |
| High (YTD): |
2024-08-01 |
7.910 |
| Low (YTD): |
2024-01-15 |
4.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.38% |
| Volatility 6M: |
|
85.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
