BNP Paribas Call 350 SYK 17.01.2025
/ DE000PN38H96
BNP Paribas Call 350 SYK 17.01.20.../ DE000PN38H96 /
| 13/09/2024 08:39:31 |
Chg.-0.01 |
Bid18:52:29 |
Ask18:52:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
-0.32% |
3.36
Bid Size: 7,000 |
3.46
Ask Size: 7,000 |
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: |
10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.61 |
| Time value: |
1.59 |
| Break-even: |
347.91 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.59% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
7.04 |
| Rho: |
0.67 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.11 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.94% |
| 1 Month |
|
|
+144.88% |
| 3 Months |
|
|
+22.92% |
| YTD |
|
|
+100.65% |
| 1 Year |
|
|
+57.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.45 |
| 1M High / 1M Low: |
3.12 |
1.27 |
| 6M High / 6M Low: |
4.02 |
1.08 |
| High (YTD): |
11/03/2024 |
4.10 |
| Low (YTD): |
05/08/2024 |
1.08 |
| 52W High: |
11/03/2024 |
4.10 |
| 52W Low: |
12/10/2023 |
0.82 |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.75% |
| Volatility 6M: |
|
141.26% |
| Volatility 1Y: |
|
138.90% |
| Volatility 3Y: |
|
- |
