BNP Paribas Call 350 SYK 16.01.2026
/ DE000PC21YK4
BNP Paribas Call 350 SYK 16.01.20.../ DE000PC21YK4 /
9/9/2024 8:48:02 AM |
Chg.+0.21 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.05EUR |
+4.34% |
- Bid Size: - |
- Ask Size: - |
Stryker Corp |
350.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC21YK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
1/5/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.97 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.80 |
Time value: |
4.28 |
Break-even: |
366.49 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
0.99% |
Delta: |
0.65 |
Theta: |
-0.05 |
Omega: |
4.16 |
Rho: |
2.17 |
Quote data
Open: |
5.05 |
High: |
5.05 |
Low: |
5.05 |
Previous Close: |
4.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.32% |
1 Month |
|
|
+48.53% |
3 Months |
|
|
+2.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.17 |
4.84 |
1M High / 1M Low: |
5.17 |
3.31 |
6M High / 6M Low: |
6.06 |
3.12 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.29% |
Volatility 6M: |
|
83.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |