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BNP Paribas Call 300 SYK 17.01.20.../  DE000PN38H70  /

Frankfurt Zert./BNP
2024-11-19  6:20:23 PM Chg.-0.030 Bid6:28:08 PM Ask- Underlying Strike price Expiration date Option type
8.720EUR -0.34% 8.690
Bid Size: 6,400		 -
Ask Size: -		 Stryker Corp 300.00 USD 2025-01-17 Call
 

Master data

WKN: PN38H7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 300.00 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: 4.26
Leverage: Yes

Calculated values

Fair value: 8.58
Intrinsic value: 8.44
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 8.44
Time value: 0.19
Break-even: 369.46
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 4.15
Rho: 0.44
 

Quote data

Open: 8.670
High: 8.860
Low: 8.320
Previous Close: 8.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.31%
1 Month  
+29.38%
3 Months  
+84.75%
YTD  
+154.97%
1 Year  
+192.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.750 8.290
1M High / 1M Low: 8.750 5.470
6M High / 6M Low: 8.750 3.400
High (YTD): 2024-11-18 8.750
Low (YTD): 2024-01-03 3.140
52W High: 2024-11-18 8.750
52W Low: 2023-12-20 2.960
Avg. price 1W:   8.578
Avg. volume 1W:   0.000
Avg. price 1M:   6.928
Avg. volume 1M:   0.000
Avg. price 6M:   5.553
Avg. volume 6M:   0.000
Avg. price 1Y:   5.317
Avg. volume 1Y:   0.000
Volatility 1M:   91.74%
Volatility 6M:   91.87%
Volatility 1Y:   88.85%
Volatility 3Y:   -