BNP Paribas Call 30 SYF 19.12.2025
/ DE000PZ1ZB64
BNP Paribas Call 30 SYF 19.12.202.../ DE000PZ1ZB64 /
| 8/9/2024 8:32:33 AM |
Chg.+0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+7.10% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
30.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PZ1ZB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.52 |
| Time value: |
0.25 |
| Break-even: |
45.18 |
| Moneyness: |
1.55 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
2.31% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.16 |
| Rho: |
0.28 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.23% |
| 1 Month |
|
|
-13.09% |
| 3 Months |
|
|
-6.21% |
| YTD |
|
|
+48.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.48 |
| 1M High / 1M Low: |
2.22 |
1.48 |
| 6M High / 6M Low: |
2.22 |
1.15 |
| High (YTD): |
7/18/2024 |
2.22 |
| Low (YTD): |
1/18/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.18% |
| Volatility 6M: |
|
73.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
