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

Frankfurt Zert./BNP
06/09/2024  21:50:34 Chg.+0.150 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
2.710EUR +5.86% 2.670
Bid Size: 3,300		 2.720
Ask Size: 3,300		 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: 11.90
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 0.80
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.80
Time value: 1.92
Break-even: 342.93
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 1.87%
Delta: 0.62
Theta: -0.09
Omega: 7.42
Rho: 0.63
 

Quote data

Open: 2.460
High: 2.720
Low: 2.390
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.44%
1 Month  
+97.81%
3 Months  
+0.37%
YTD  
+79.47%
1 Year  
+60.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.560
1M High / 1M Low: 2.780 1.210
6M High / 6M Low: 4.130 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:   2.676
Avg. volume 1W:   0.000
Avg. price 1M:   2.075
Avg. volume 1M:   0.000
Avg. price 6M:   2.385
Avg. volume 6M:   0.000
Avg. price 1Y:   2.136
Avg. volume 1Y:   0.000
Volatility 1M:   108.86%
Volatility 6M:   138.29%
Volatility 1Y:   141.39%
Volatility 3Y:   -