BNP Paribas Call 260 DHR 21.06.2024
/ DE000PN9A0J7
BNP Paribas Call 260 DHR 21.06.20.../ DE000PN9A0J7 /
| 5/28/2024 8:50:36 PM |
Chg.-0.310 |
Bid8:53:22 PM |
Ask8:53:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-42.47% |
0.420
Bid Size: 14,000 |
0.430
Ask Size: 14,000 |
Danaher Corporation |
260.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PN9A0J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.49 |
| Break-even: |
246.88 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.60 |
| Theta: |
-0.13 |
| Omega: |
19.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.670 |
| High: |
0.710 |
| Low: |
0.400 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-68.66% |
| YTD |
|
|
-51.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.660 |
| 1M High / 1M Low: |
0.990 |
0.270 |
| 6M High / 6M Low: |
1.340 |
0.270 |
| High (YTD): |
3/1/2024 |
1.340 |
| Low (YTD): |
5/6/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
19.758 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.78% |
| Volatility 6M: |
|
297.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
