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BNP Paribas Call 380 SYK 17.01.20.../  DE000PN5BB07  /

EUWAX
2024-11-19  1:51:06 PM Chg.-0.08 Bid6:23:41 PM Ask6:23:41 PM Underlying Strike price Expiration date Option type
1.88EUR -4.08% 1.91
Bid Size: 3,200		 1.96
Ask Size: 3,200		 Stryker Corp 380.00 USD 2025-01-17 Call
 

Master data

WKN: PN5BB0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.04
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.89
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.89
Time value: 1.04
Break-even: 377.97
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 2.66%
Delta: 0.64
Theta: -0.13
Omega: 12.23
Rho: 0.35
 

Quote data

Open: 1.89
High: 1.89
Low: 1.88
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.74%
1 Month  
+104.35%
3 Months  
+184.85%
YTD  
+118.60%
1 Year  
+164.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.29
1M High / 1M Low: 1.96 0.66
6M High / 6M Low: 1.96 0.52
High (YTD): 2024-03-08 2.67
Low (YTD): 2024-08-13 0.52
52W High: 2024-03-08 2.67
52W Low: 2024-08-13 0.52
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   1.27
Avg. volume 1Y:   0.00
Volatility 1M:   343.90%
Volatility 6M:   216.78%
Volatility 1Y:   191.82%
Volatility 3Y:   -