BNP Paribas Call 380 SYK 17.01.2025
/ DE000PN5BB07
BNP Paribas Call 380 SYK 17.01.20.../ DE000PN5BB07 /
| 15/11/2024 08:25:13 |
Chg.-0.37 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-20.11% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
380.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN5BB0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
27/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.96 |
| Time value: |
1.07 |
| Break-even: |
381.25 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
7.98% |
| Delta: |
0.65 |
| Theta: |
-0.12 |
| Omega: |
11.81 |
| Rho: |
0.37 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.38% |
| 1 Month |
|
|
+47.00% |
| 3 Months |
|
|
+149.15% |
| YTD |
|
|
+70.93% |
| 1 Year |
|
|
+107.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.29 |
| 1M High / 1M Low: |
1.84 |
0.66 |
| 6M High / 6M Low: |
1.84 |
0.52 |
| High (YTD): |
08/03/2024 |
2.67 |
| Low (YTD): |
13/08/2024 |
0.52 |
| 52W High: |
08/03/2024 |
2.67 |
| 52W Low: |
13/08/2024 |
0.52 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
347.56% |
| Volatility 6M: |
|
212.13% |
| Volatility 1Y: |
|
189.19% |
| Volatility 3Y: |
|
- |
