BNP Paribas Call 230 DHR 21.06.2024
/ DE000PN9A0F5
BNP Paribas Call 230 DHR 21.06.20.../ DE000PN9A0F5 /
| 2024-06-07 9:50:25 PM |
Chg.-0.400 |
Bid9:56:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.120EUR |
-11.36% |
3.130
Bid Size: 3,000 |
-
Ask Size: - |
Danaher Corporation |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN9A0F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
3.06 |
| Time value: |
0.06 |
| Break-even: |
244.13 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.32% |
| Delta: |
0.96 |
| Theta: |
-0.08 |
| Omega: |
7.51 |
| Rho: |
0.07 |
Quote data
| Open: |
3.570 |
| High: |
3.580 |
| Low: |
3.120 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
+50.72% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
+48.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.520 |
2.910 |
| 1M High / 1M Low: |
3.530 |
2.070 |
| 6M High / 6M Low: |
3.530 |
1.430 |
| High (YTD): |
2024-05-22 |
3.530 |
| Low (YTD): |
2024-04-19 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.61% |
| Volatility 6M: |
|
173.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
