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BNP Paribas Call 350 SYK 17.01.20.../  DE000PN38H96  /

Frankfurt Zert./BNP
11/10/2024  17:35:27 Chg.+0.200 Bid17:39:23 Ask17:39:23 Underlying Strike price Expiration date Option type
2.240EUR +9.80% 2.270
Bid Size: 5,400		 2.320
Ask Size: 5,400		 Stryker Corp 350.00 USD 17/01/2025 Call
 

Master data

WKN: PN38H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 350.00 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: 15.54
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.31
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.31
Time value: 1.77
Break-even: 340.91
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 2.46%
Delta: 0.58
Theta: -0.10
Omega: 9.01
Rho: 0.45
 

Quote data

Open: 2.000
High: 2.270
Low: 1.970
Previous Close: 2.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.71%
1 Month
  -26.32%
3 Months  
+18.52%
YTD  
+48.34%
1 Year  
+140.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.680
1M High / 1M Low: 3.310 1.680
6M High / 6M Low: 3.310 1.180
High (YTD): 08/03/2024 4.130
Low (YTD): 05/08/2024 1.180
52W High: 08/03/2024 4.130
52W Low: 12/10/2023 0.800
Avg. price 1W:   1.948
Avg. volume 1W:   0.000
Avg. price 1M:   2.497
Avg. volume 1M:   0.000
Avg. price 6M:   2.195
Avg. volume 6M:   0.000
Avg. price 1Y:   2.227
Avg. volume 1Y:   0.000
Volatility 1M:   131.81%
Volatility 6M:   144.09%
Volatility 1Y:   134.80%
Volatility 3Y:   -