BNP Paribas Call 250 SYK 19.12.2025
/ DE000PC1LX06
BNP Paribas Call 250 SYK 19.12.20.../ DE000PC1LX06 /
2024-09-26 9:09:43 AM |
Chg.+0.07 |
Bid6:53:41 PM |
Ask6:53:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.27EUR |
+0.63% |
11.11 Bid Size: 1,800 |
11.35 Ask Size: 1,800 |
Stryker Corp |
250.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1LX0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.79 |
Intrinsic value: |
9.84 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
9.84 |
Time value: |
1.40 |
Break-even: |
337.02 |
Moneyness: |
1.44 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
0.72% |
Delta: |
0.91 |
Theta: |
-0.04 |
Omega: |
2.63 |
Rho: |
2.25 |
Quote data
Open: |
11.27 |
High: |
11.27 |
Low: |
11.27 |
Previous Close: |
11.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.10% |
1 Month |
|
|
+4.55% |
3 Months |
|
|
+9.10% |
YTD |
|
|
+48.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.84 |
11.20 |
1M High / 1M Low: |
12.36 |
10.78 |
6M High / 6M Low: |
12.36 |
8.49 |
High (YTD): |
2024-09-17 |
12.36 |
Low (YTD): |
2024-01-03 |
7.23 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.47 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.39% |
Volatility 6M: |
|
51.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |