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

Frankfurt Zert./BNP
2024-06-24  9:50:31 PM Chg.-0.210 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
6.620EUR -3.07% 6.590
Bid Size: 4,200		 6.640
Ask Size: 4,200		 Stryker Corp 280.00 USD 2025-01-17 Call
 

Master data

WKN: PN38H6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 280.00 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: 4.61
Leverage: Yes

Calculated values

Fair value: 6.49
Intrinsic value: 5.86
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 5.86
Time value: 1.10
Break-even: 331.58
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.72%
Delta: 0.86
Theta: -0.06
Omega: 3.97
Rho: 1.17
 

Quote data

Open: 6.980
High: 7.140
Low: 6.620
Previous Close: 6.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.97%
1 Month  
+3.76%
3 Months
  -18.57%
YTD  
+47.77%
1 Year  
+26.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.670 6.780
1M High / 1M Low: 7.670 6.380
6M High / 6M Low: 8.720 4.170
High (YTD): 2024-03-08 8.720
Low (YTD): 2024-01-03 4.170
52W High: 2024-03-08 8.720
52W Low: 2023-10-12 2.620
Avg. price 1W:   7.140
Avg. volume 1W:   0.000
Avg. price 1M:   6.996
Avg. volume 1M:   0.000
Avg. price 6M:   6.886
Avg. volume 6M:   1.613
Avg. price 1Y:   5.490
Avg. volume 1Y:   .787
Volatility 1M:   59.59%
Volatility 6M:   74.58%
Volatility 1Y:   82.08%
Volatility 3Y:   -