BNP Paribas Call 320 SYK 21.06.2024
/ DE000PC1LXZ2
BNP Paribas Call 320 SYK 21.06.20.../ DE000PC1LXZ2 /
| 2024-06-20 3:20:22 PM |
Chg.-0.090 |
Bid3:28:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
-3.01% |
2.870
Bid Size: 1,046 |
-
Ask Size: - |
Stryker Corp |
320.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1LXZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
1.87 |
| Historic volatility: |
0.18 |
| Parity: |
2.67 |
| Time value: |
0.32 |
| Break-even: |
327.66 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
35.89 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-4.16 |
| Omega: |
8.93 |
| Rho: |
0.01 |
Quote data
| Open: |
2.880 |
| High: |
2.900 |
| Low: |
2.780 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.82% |
| 1 Month |
|
|
+121.37% |
| 3 Months |
|
|
-21.20% |
| YTD |
|
|
+126.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.200 |
| 1M High / 1M Low: |
2.990 |
1.310 |
| 6M High / 6M Low: |
4.340 |
1.020 |
| High (YTD): |
2024-03-08 |
4.340 |
| Low (YTD): |
2024-05-13 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.92% |
| Volatility 6M: |
|
195.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
