BNP Paribas Call 400 SYK 20.12.2024
/ DE000PC5FYG3
BNP Paribas Call 400 SYK 20.12.20.../ DE000PC5FYG3 /
| 09/07/2024 17:35:16 |
Chg.+0.030 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
0.410
Bid Size: 10,600 |
0.460
Ask Size: 10,600 |
Stryker Corp |
400.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC5FYG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 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: |
68.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-6.08 |
| Time value: |
0.45 |
| Break-even: |
373.82 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
12.21 |
| Rho: |
0.23 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.13% |
| 1 Month |
|
|
-43.84% |
| 3 Months |
|
|
-67.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.320 |
| 1M High / 1M Low: |
0.790 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
