BNP Paribas Call 240 DHR 20.12.2024
/ DE000PN9A0M1
BNP Paribas Call 240 DHR 20.12.20.../ DE000PN9A0M1 /
| 25/06/2024 14:50:32 |
Chg.+0.010 |
Bid25/06/2024 |
Ask25/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
+0.34% |
2.980
Bid Size: 4,000 |
3.020
Ask Size: 4,000 |
Danaher Corporation |
240.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN9A0M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.56 |
| Time value: |
1.43 |
| Break-even: |
253.53 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
5.59 |
| Rho: |
0.67 |
Quote data
| Open: |
3.010 |
| High: |
3.010 |
| Low: |
2.980 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
-15.82% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+12.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.080 |
2.450 |
| 1M High / 1M Low: |
3.840 |
2.450 |
| 6M High / 6M Low: |
3.880 |
2.030 |
| High (YTD): |
22/05/2024 |
3.880 |
| Low (YTD): |
15/01/2024 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.009 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.27% |
| Volatility 6M: |
|
117.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
