BNP Paribas Call 28 SYF 19.12.2025
/ DE000PZ1ZB56
BNP Paribas Call 28 SYF 19.12.202.../ DE000PZ1ZB56 /
| 13/09/2024 21:50:29 |
Chg.+0.060 |
Bid21:58:10 |
Ask21:58:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+3.31% |
1.870
Bid Size: 37,400 |
1.950
Ask Size: 37,400 |
Synchrony Financiall |
28.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ1ZB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
1.73 |
| Time value: |
0.22 |
| Break-even: |
44.78 |
| Moneyness: |
1.68 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
4.28% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
1.99 |
| Rho: |
0.24 |
Quote data
| Open: |
1.820 |
| High: |
1.890 |
| Low: |
1.820 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.06% |
| 1 Month |
|
|
+1.63% |
| 3 Months |
|
|
+23.84% |
| YTD |
|
|
+58.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.760 |
| 1M High / 1M Low: |
2.150 |
1.760 |
| 6M High / 6M Low: |
2.370 |
1.390 |
| High (YTD): |
17/07/2024 |
2.370 |
| Low (YTD): |
18/01/2024 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.84% |
| Volatility 6M: |
|
67.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
