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BNP Paribas Call 280 SYK 17.01.20.../  DE000PN38H62  /

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.200 Bid9:59:44 PM Ask9:59:44 PM 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 1/17/2025 Call
 

Master data

WKN: PN38H6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
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): 3/8/2024 8.720
Low (YTD): 1/3/2024 4.170
52W High: 3/8/2024 8.720
52W Low: 10/12/2023 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:   -