BNP Paribas Call 380 SYK 20.12.2024
/ DE000PC5FYF5
BNP Paribas Call 380 SYK 20.12.20.../ DE000PC5FYF5 /
| 09/09/2024 21:50:34 |
Chg.+0.090 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+8.11% |
1.220
Bid Size: 2,600 |
1.270
Ask Size: 2,600 |
Stryker Corp |
380.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC5FYF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-1.90 |
| Time value: |
1.13 |
| Break-even: |
354.05 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.05 |
| Spread %: |
4.63% |
| Delta: |
0.39 |
| Theta: |
-0.09 |
| Omega: |
11.20 |
| Rho: |
0.32 |
Quote data
| Open: |
1.040 |
| High: |
1.300 |
| Low: |
1.040 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+160.87% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.010 |
| 1M High / 1M Low: |
1.110 |
0.380 |
| 6M High / 6M Low: |
2.430 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.06% |
| Volatility 6M: |
|
194.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
