BNP Paribas Call 220 DAP 21.06.2024
/ DE000PN9A0E8
BNP Paribas Call 220 DAP 21.06.20.../ DE000PN9A0E8 /
2024-05-10 9:50:41 PM |
Chg.+0.210 |
Bid9:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.270EUR |
+6.86% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
220.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PN9A0E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-06 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.36 |
Implied volatility: |
1.06 |
Historic volatility: |
0.20 |
Parity: |
2.36 |
Time value: |
0.91 |
Break-even: |
252.70 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
1.81 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.73 |
Theta: |
-0.63 |
Omega: |
5.45 |
Rho: |
0.05 |
Quote data
Open: |
3.160 |
High: |
3.320 |
Low: |
3.080 |
Previous Close: |
3.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.60% |
3 Months |
|
|
-11.38% |
YTD |
|
|
+22.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.270 |
2.930 |
6M High / 6M Low: |
3.950 |
1.930 |
High (YTD): |
2024-02-28 |
3.950 |
Low (YTD): |
2024-01-15 |
1.970 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.915 |
Avg. volume 6M: |
|
130.133 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.12% |
Volatility 6M: |
|
141.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |