BNP Paribas Call 30 SYF 19.12.2025
/ DE000PZ1ZB64
BNP Paribas Call 30 SYF 19.12.202.../ DE000PZ1ZB64 /
| 13/09/2024 21:50:24 |
Chg.+0.070 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+4.22% |
1.730
Bid Size: 32,600 |
1.810
Ask Size: 32,600 |
Synchrony Financiall |
30.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ1ZB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
2.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
1.55 |
| Time value: |
0.26 |
| Break-even: |
45.19 |
| Moneyness: |
1.57 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.62% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.09 |
| Rho: |
0.25 |
Quote data
| Open: |
1.680 |
| High: |
1.750 |
| Low: |
1.670 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
+1.76% |
| 3 Months |
|
|
+26.28% |
| YTD |
|
|
+61.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.620 |
| 1M High / 1M Low: |
2.000 |
1.620 |
| 6M High / 6M Low: |
2.220 |
1.270 |
| High (YTD): |
17/07/2024 |
2.220 |
| Low (YTD): |
18/01/2024 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.67% |
| Volatility 6M: |
|
71.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
