BNP Paribas Call 400 SYK 17.01.2025
/ DE000PC5FYJ7
BNP Paribas Call 400 SYK 17.01.20.../ DE000PC5FYJ7 /
9/13/2024 8:39:09 AM |
Chg.-0.030 |
Bid7:48:36 PM |
Ask7:48:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-3.37% |
0.940 Bid Size: 5,600 |
1.040 Ask Size: 5,600 |
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: |
35.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-2.91 |
Time value: |
0.93 |
Break-even: |
370.34 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.05 |
Spread %: |
5.68% |
Delta: |
0.33 |
Theta: |
-0.08 |
Omega: |
11.72 |
Rho: |
0.34 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+56.36% |
1 Month |
|
|
+207.14% |
3 Months |
|
|
+6.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.550 |
1M High / 1M Low: |
0.890 |
0.280 |
6M High / 6M Low: |
1.890 |
0.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.539 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.785 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.89% |
Volatility 6M: |
|
208.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |