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

Frankfurt Zert./BNP
11/14/2024  9:50:31 PM Chg.-0.430 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.800EUR -10.17% 3.680
Bid Size: 3,700		 3.730
Ask Size: 3,700		 Stryker Corp 350.00 USD 1/17/2025 Call
 

Master data

WKN: PN38H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 3.88
Intrinsic value: 3.63
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 3.63
Time value: 0.51
Break-even: 372.66
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 1.22%
Delta: 0.85
Theta: -0.10
Omega: 7.55
Rho: 0.48
 

Quote data

Open: 4.050
High: 4.410
Low: 3.800
Previous Close: 4.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.52%
1 Month  
+68.14%
3 Months  
+163.89%
YTD  
+151.66%
1 Year  
+208.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.230 2.980
1M High / 1M Low: 4.230 2.020
6M High / 6M Low: 4.230 1.180
High (YTD): 11/13/2024 4.230
Low (YTD): 8/5/2024 1.180
52W High: 11/13/2024 4.230
52W Low: 8/5/2024 1.180
Avg. price 1W:   3.636
Avg. volume 1W:   0.000
Avg. price 1M:   2.722
Avg. volume 1M:   0.000
Avg. price 6M:   2.256
Avg. volume 6M:   0.000
Avg. price 1Y:   2.378
Avg. volume 1Y:   0.000
Volatility 1M:   174.00%
Volatility 6M:   147.92%
Volatility 1Y:   137.67%
Volatility 3Y:   -