BNP Paribas Call 250 SYK 16.01.2026
/ DE000PC1LX22
BNP Paribas Call 250 SYK 16.01.20.../ DE000PC1LX22 /
| 7/9/2024 9:20:32 AM |
Chg.-0.19 |
Bid6:27:57 PM |
Ask6:27:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.92EUR |
-1.88% |
9.99
Bid Size: 6,000 |
10.07
Ask Size: 6,000 |
Stryker Corp |
250.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LX2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.17 |
| Intrinsic value: |
7.77 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
7.77 |
| Time value: |
2.21 |
| Break-even: |
330.63 |
| Moneyness: |
1.34 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
0.81% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
2.67 |
| Rho: |
2.54 |
Quote data
| Open: |
9.92 |
| High: |
9.92 |
| Low: |
9.92 |
| Previous Close: |
10.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.36% |
| 1 Month |
|
|
-11.59% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
+29.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.16 |
9.72 |
| 1M High / 1M Low: |
11.39 |
9.72 |
| 6M High / 6M Low: |
12.28 |
8.12 |
| High (YTD): |
3/28/2024 |
12.28 |
| Low (YTD): |
1/3/2024 |
7.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.19% |
| Volatility 6M: |
|
45.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
