BNP Paribas Call 400 SYK 17.01.2025
/ DE000PC5FYJ7
BNP Paribas Call 400 SYK 17.01.20.../ DE000PC5FYJ7 /
| 2024-11-19 8:36:54 AM |
Chg.-0.040 |
Bid9:29:56 PM |
Ask9:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-4.44% |
0.830
Bid Size: 3,615 |
0.880
Ask Size: 3,410 |
Stryker Corp |
400.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC5FYJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| 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: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.26% |
| 1 Month |
|
|
+104.76% |
| 3 Months |
|
|
+160.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.530 |
| 1M High / 1M Low: |
0.900 |
0.250 |
| 6M High / 6M Low: |
0.920 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.06% |
| Volatility 6M: |
|
283.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
