BNP Paribas Call 350 SYK 21.03.2025
/ DE000PL0EPS9
BNP Paribas Call 350 SYK 21.03.20.../ DE000PL0EPS9 /
| 2024-11-19 9:14:34 AM |
Chg.+0.06 |
Bid6:28:08 PM |
Ask6:28:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
+1.23% |
4.91
Bid Size: 7,800 |
4.96
Ask Size: 7,800 |
Stryker Corp |
350.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PL0EPS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-10-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
3.72 |
| Time value: |
1.23 |
| Break-even: |
379.86 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.02% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
5.77 |
| Rho: |
0.79 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.94 |
| Previous Close: |
4.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.28% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.88 |
4.04 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
