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BNP Paribas Call 300 SYK 17.01.20.../  DE000PN38H70  /

Frankfurt Zert./BNP
9/26/2024  9:20:53 AM Chg.+0.070 Bid9/26/2024 Ask9/26/2024 Underlying Strike price Expiration date Option type
6.000EUR +1.18% 6.000
Bid Size: 2,000		 6.050
Ask Size: 2,000		 Stryker Corp 300.00 USD 1/17/2025 Call
 

Master data

WKN: PN38H7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 300.00 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: 5.41
Leverage: Yes

Calculated values

Fair value: 5.65
Intrinsic value: 5.35
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 5.35
Time value: 0.62
Break-even: 329.25
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.84%
Delta: 0.88
Theta: -0.07
Omega: 4.78
Rho: 0.70
 

Quote data

Open: 6.010
High: 6.010
Low: 6.000
Previous Close: 5.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.83%
1 Month  
+5.63%
3 Months  
+16.05%
YTD  
+75.44%
1 Year  
+111.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.520 5.930
1M High / 1M Low: 7.030 5.680
6M High / 6M Low: 7.140 3.400
High (YTD): 3/8/2024 7.260
Low (YTD): 1/3/2024 3.140
52W High: 3/8/2024 7.260
52W Low: 10/12/2023 1.920
Avg. price 1W:   6.234
Avg. volume 1W:   0.000
Avg. price 1M:   6.274
Avg. volume 1M:   0.000
Avg. price 6M:   5.291
Avg. volume 6M:   0.000
Avg. price 1Y:   4.745
Avg. volume 1Y:   0.000
Volatility 1M:   67.32%
Volatility 6M:   93.12%
Volatility 1Y:   96.84%
Volatility 3Y:   -