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BNP Paribas Call 250 SYK 17.01.20.../  DE000PN38H54  /

Frankfurt Zert./BNP
2024-11-19  6:35:35 PM Chg.0.000 Bid6:35:50 PM Ask- Underlying Strike price Expiration date Option type
13.410EUR 0.00% 13.400
Bid Size: 4,400		 -
Ask Size: -		 Stryker Corp 250.00 USD 2025-01-17 Call
 

Master data

WKN: PN38H5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 13.27
Intrinsic value: 13.16
Implied volatility: 0.65
Historic volatility: 0.17
Parity: 13.16
Time value: 0.25
Break-even: 370.07
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 0.68%
Delta: 0.97
Theta: -0.08
Omega: 2.65
Rho: 0.36
 

Quote data

Open: 13.340
High: 13.540
Low: 12.980
Previous Close: 13.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.15%
1 Month  
+20.27%
3 Months  
+53.96%
YTD  
+111.85%
1 Year  
+134.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.440 12.980
1M High / 1M Low: 13.440 9.780
6M High / 6M Low: 13.440 6.860
High (YTD): 2024-11-15 13.440
Low (YTD): 2024-01-03 5.980
52W High: 2024-11-15 13.440
52W Low: 2023-12-20 5.740
Avg. price 1W:   13.248
Avg. volume 1W:   0.000
Avg. price 1M:   11.436
Avg. volume 1M:   0.000
Avg. price 6M:   9.653
Avg. volume 6M:   0.000
Avg. price 1Y:   9.096
Avg. volume 1Y:   0.000
Volatility 1M:   58.04%
Volatility 6M:   60.21%
Volatility 1Y:   59.82%
Volatility 3Y:   -