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BNP Paribas Call 280 SYK 17.01.20.../  DE000PN38H62  /

Frankfurt Zert./BNP
9/26/2024  1:21:00 PM Chg.+0.100 Bid1:48:31 PM Ask- Underlying Strike price Expiration date Option type
7.670EUR +1.32% 7.650
Bid Size: 3,900		 -
Ask Size: -		 Stryker Corp 280.00 USD 1/17/2025 Call
 

Master data

WKN: PN38H6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 1/17/2025
Issue date: 6/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 7.41
Intrinsic value: 7.14
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 7.14
Time value: 0.43
Break-even: 327.28
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.94
Theta: -0.05
Omega: 4.00
Rho: 0.70
 

Quote data

Open: 7.650
High: 7.670
Low: 7.640
Previous Close: 7.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.31%
1 Month  
+5.65%
3 Months  
+14.48%
YTD  
+71.21%
1 Year  
+106.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.190 7.570
1M High / 1M Low: 8.700 7.260
6M High / 6M Low: 8.700 4.670
High (YTD): 3/8/2024 8.720
Low (YTD): 1/3/2024 4.170
52W High: 3/8/2024 8.720
52W Low: 10/12/2023 2.620
Avg. price 1W:   7.888
Avg. volume 1W:   0.000
Avg. price 1M:   7.909
Avg. volume 1M:   0.000
Avg. price 6M:   6.781
Avg. volume 6M:   0.000
Avg. price 1Y:   6.049
Avg. volume 1Y:   .781
Volatility 1M:   55.97%
Volatility 6M:   78.95%
Volatility 1Y:   83.71%
Volatility 3Y:   -