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BNP Paribas Call 250 SYK 17.01.20.../  DE000PN38H54  /

Frankfurt Zert./BNP
2024-09-26  2:21:04 PM Chg.+0.120 Bid2:45:21 PM Ask- Underlying Strike price Expiration date Option type
10.250EUR +1.18% 10.250
Bid Size: 2,900		 -
Ask Size: -		 Stryker Corp 250.00 USD 2025-01-17 Call
 

Master data

WKN: PN38H5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 10.07
Intrinsic value: 9.84
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 9.84
Time value: 0.29
Break-even: 325.92
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.98
Theta: -0.04
Omega: 3.11
Rho: 0.66
 

Quote data

Open: 10.210
High: 10.250
Low: 10.200
Previous Close: 10.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.94%
1 Month  
+4.91%
3 Months  
+11.66%
YTD  
+61.93%
1 Year  
+92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.780 10.120
1M High / 1M Low: 11.270 9.770
6M High / 6M Low: 11.270 6.860
High (YTD): 2024-09-16 11.270
Low (YTD): 2024-01-03 5.980
52W High: 2024-09-16 11.270
52W Low: 2023-10-12 3.990
Avg. price 1W:   10.456
Avg. volume 1W:   0.000
Avg. price 1M:   10.460
Avg. volume 1M:   0.000
Avg. price 6M:   9.203
Avg. volume 6M:   0.000
Avg. price 1Y:   8.222
Avg. volume 1Y:   0.000
Volatility 1M:   44.07%
Volatility 6M:   62.55%
Volatility 1Y:   67.64%
Volatility 3Y:   -