BNP Paribas Call 280 SYK 17.01.2025
/ DE000PN38H62
BNP Paribas Call 280 SYK 17.01.20.../ DE000PN38H62 /
02/08/2024 21:50:33 |
Chg.-0.200 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
5.700EUR |
-3.39% |
5.760 Bid Size: 4,600 |
5.810 Ask Size: 4,600 |
Stryker Corp |
280.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN38H6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
02/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.25 |
Intrinsic value: |
4.73 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
4.73 |
Time value: |
1.08 |
Break-even: |
314.72 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.05 |
Spread %: |
0.87% |
Delta: |
0.83 |
Theta: |
-0.07 |
Omega: |
4.35 |
Rho: |
0.89 |
Quote data
Open: |
5.770 |
High: |
5.830 |
Low: |
5.210 |
Previous Close: |
5.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
-3.39% |
3 Months |
|
|
-6.56% |
YTD |
|
|
+27.23% |
1 Year |
|
|
+50.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.110 |
5.480 |
1M High / 1M Low: |
6.670 |
5.480 |
6M High / 6M Low: |
8.720 |
5.480 |
High (YTD): |
08/03/2024 |
8.720 |
Low (YTD): |
03/01/2024 |
4.170 |
52W High: |
08/03/2024 |
8.720 |
52W Low: |
12/10/2023 |
2.620 |
Avg. price 1W: |
|
5.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.632 |
Avg. volume 1Y: |
|
.781 |
Volatility 1M: |
|
98.91% |
Volatility 6M: |
|
71.34% |
Volatility 1Y: |
|
84.54% |
Volatility 3Y: |
|
- |