BNP Paribas Call 400 SYK 17.01.20.../  DE000PC5FYJ7  /

Frankfurt Zert./BNP
12/27/2024  9:55:23 PM Chg.-0.010 Bid9:58:18 PM Ask9:58:18 PM Underlying Strike price Expiration date Option type
0.003EUR -76.92% 0.001
Bid Size: 10,000
0.091
Ask Size: 10,000
Stryker Corp 400.00 USD 1/17/2025 Call
 

Master data

WKN: PC5FYJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 1/17/2025
Issue date: 2/21/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 386.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -3.15
Time value: 0.09
Break-even: 384.58
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 4.00
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.09
Theta: -0.09
Omega: 35.56
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.007
Low: 0.001
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -86.96%
1 Month
  -99.56%
3 Months
  -99.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.003
1M High / 1M Low: 0.750 0.003
6M High / 6M Low: 0.950 0.003
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.87%
Volatility 6M:   306.63%
Volatility 1Y:   -
Volatility 3Y:   -