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BNP Paribas Call 350 SYK 17.01.20.../  DE000PN38H96  /

Frankfurt Zert./BNP
24/06/2024  18:05:24 Chg.+0.060 Bid18:17:05 Ask18:17:05 Underlying Strike price Expiration date Option type
2.330EUR +2.64% 2.350
Bid Size: 6,200		 2.400
Ask Size: 6,200		 Stryker Corp 350.00 USD 17/01/2025 Call
 

Master data

WKN: PN38H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.47
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.69
Time value: 2.38
Break-even: 351.28
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 2.15%
Delta: 0.54
Theta: -0.07
Omega: 7.21
Rho: 0.84
 

Quote data

Open: 2.360
High: 2.470
Low: 2.160
Previous Close: 2.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.12%
1 Month  
+9.39%
3 Months
  -35.28%
YTD  
+54.30%
1 Year  
+4.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.260
1M High / 1M Low: 2.840 2.130
6M High / 6M Low: 4.130 1.320
High (YTD): 08/03/2024 4.130
Low (YTD): 03/01/2024 1.320
52W High: 08/03/2024 4.130
52W Low: 12/10/2023 0.800
Avg. price 1W:   2.490
Avg. volume 1W:   0.000
Avg. price 1M:   2.448
Avg. volume 1M:   0.000
Avg. price 6M:   2.722
Avg. volume 6M:   0.000
Avg. price 1Y:   2.108
Avg. volume 1Y:   0.000
Volatility 1M:   106.10%
Volatility 6M:   128.39%
Volatility 1Y:   129.54%
Volatility 3Y:   -