BNP Paribas Call 350 SYK 16.01.2026
/ DE000PC21YK4
BNP Paribas Call 350 SYK 16.01.20.../ DE000PC21YK4 /
| 15/11/2024 21:50:32 |
Chg.+0.330 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.140EUR |
+4.85% |
7.090
Bid Size: 2,300 |
7.300
Ask Size: 2,300 |
Stryker Corp |
350.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC21YK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
05/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
3.16 |
| Time value: |
3.55 |
| Break-even: |
399.49 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
1.05% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
3.88 |
| Rho: |
2.26 |
Quote data
| Open: |
6.560 |
| High: |
7.180 |
| Low: |
6.510 |
| Previous Close: |
6.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.40% |
| 1 Month |
|
|
+42.23% |
| 3 Months |
|
|
+87.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.140 |
6.290 |
| 1M High / 1M Low: |
7.140 |
4.630 |
| 6M High / 6M Low: |
7.140 |
3.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.639 |
| Avg. volume 6M: |
|
2.348 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.04% |
| Volatility 6M: |
|
82.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
