BNP Paribas Call 240 DHR 17.01.2025
/ DE000PN9A0V2
BNP Paribas Call 240 DHR 17.01.20.../ DE000PN9A0V2 /
| 2024-06-17 8:57:56 AM |
Chg.+0.03 |
Bid6:52:41 PM |
Ask6:52:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
+0.98% |
3.07
Bid Size: 10,000 |
3.08
Ask Size: 10,000 |
Danaher Corporation |
240.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN9A0V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.39 |
| Time value: |
1.72 |
| Break-even: |
255.34 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
5.22 |
| Rho: |
0.77 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.64% |
| 1 Month |
|
|
-19.53% |
| 3 Months |
|
|
-11.71% |
| YTD |
|
|
+11.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.06 |
| 1M High / 1M Low: |
4.04 |
2.98 |
| 6M High / 6M Low: |
4.04 |
2.16 |
| High (YTD): |
2024-05-23 |
4.04 |
| Low (YTD): |
2024-01-15 |
2.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.47% |
| Volatility 6M: |
|
114.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
