BNP Paribas Call 200 DAP 21.06.2024
/ DE000PN9A0C2
BNP Paribas Call 200 DAP 21.06.20.../ DE000PN9A0C2 /
| 2024-05-10 9:50:31 PM |
Chg.+0.210 |
Bid9:59:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.090EUR |
+4.30% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN9A0C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.20 |
| Parity: |
3.84 |
| Time value: |
1.25 |
| Break-even: |
250.90 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.51 |
| Omega: |
3.59 |
| Rho: |
0.08 |
Quote data
| Open: |
4.980 |
| High: |
5.150 |
| Low: |
4.890 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.87% |
| 3 Months |
|
|
-7.12% |
| YTD |
|
|
+26.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.090 |
4.440 |
| 6M High / 6M Low: |
5.600 |
3.100 |
| High (YTD): |
2024-02-28 |
5.600 |
| Low (YTD): |
2024-01-15 |
3.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.83% |
| Volatility 6M: |
|
97.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
