BNP Paribas Call 400 SYK 17.01.2025
/ DE000PC5FYJ7
BNP Paribas Call 400 SYK 17.01.20.../ DE000PC5FYJ7 /
| 19/11/2024 18:20:35 |
Chg.-0.020 |
Bid18:29:40 |
Ask18:29:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.880
Bid Size: 3,410 |
0.930
Ask Size: 3,226 |
Stryker Corp |
400.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC5FYJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.00 |
| Time value: |
0.91 |
| Break-even: |
386.65 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
0.42 |
| Theta: |
-0.12 |
| Omega: |
16.81 |
| Rho: |
0.23 |
Quote data
| Open: |
0.860 |
| High: |
0.950 |
| Low: |
0.720 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
+45.90% |
| 3 Months |
|
|
+169.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.740 |
| 1M High / 1M Low: |
0.950 |
0.290 |
| 6M High / 6M Low: |
0.950 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.78% |
| Volatility 6M: |
|
235.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
