BNP Paribas Call 250 DHR 17.01.2025
/ DE000PN9A0W0
BNP Paribas Call 250 DHR 17.01.20.../ DE000PN9A0W0 /
2024-06-17 8:57:56 AM |
Chg.+0.03 |
Bid6:22:58 PM |
Ask6:22:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.46EUR |
+1.23% |
2.43 Bid Size: 10,000 |
2.44 Ask Size: 10,000 |
Danaher Corporation |
250.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN9A0W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
9.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
0.45 |
Time value: |
2.03 |
Break-even: |
258.39 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.40% |
Delta: |
0.62 |
Theta: |
-0.06 |
Omega: |
5.92 |
Rho: |
0.72 |
Quote data
Open: |
2.46 |
High: |
2.46 |
Low: |
2.46 |
Previous Close: |
2.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.61% |
1 Month |
|
|
-22.15% |
3 Months |
|
|
-15.17% |
YTD |
|
|
+6.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.09 |
2.43 |
1M High / 1M Low: |
3.35 |
2.37 |
6M High / 6M Low: |
3.35 |
1.77 |
High (YTD): |
2024-05-23 |
3.35 |
Low (YTD): |
2024-01-15 |
1.77 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.14% |
Volatility 6M: |
|
126.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |