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BNP Paribas Call 250 DHR 21.06.20.../  DE000PN9A0H1  /

Frankfurt Zert./BNP
2024-05-28  7:50:32 PM Chg.-0.470 Bid8:19:17 PM Ask8:19:17 PM Underlying Strike price Expiration date Option type
0.990EUR -32.19% 1.030
Bid Size: 8,000		 1.040
Ask Size: 8,000		 Danaher Corporation 250.00 USD 2024-06-21 Call
 

Master data

WKN: PN9A0H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 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: 16.24
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.18
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.18
Time value: 0.31
Break-even: 245.07
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 1.36%
Delta: 0.77
Theta: -0.13
Omega: 12.47
Rho: 0.11
 

Quote data

Open: 1.380
High: 1.440
Low: 0.970
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.44%
1 Month  
+39.44%
3 Months
  -47.06%
YTD
  -16.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.330
1M High / 1M Low: 1.760 0.610
6M High / 6M Low: 1.870 0.510
High (YTD): 2024-03-01 1.870
Low (YTD): 2024-04-22 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   1.526
Avg. volume 1W:   0.000
Avg. price 1M:   1.115
Avg. volume 1M:   0.000
Avg. price 6M:   1.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.32%
Volatility 6M:   253.45%
Volatility 1Y:   -
Volatility 3Y:   -