BNP Paribas Call 30 SYF 19.12.2025
/ DE000PZ1ZB64
BNP Paribas Call 30 SYF 19.12.202.../ DE000PZ1ZB64 /
16/10/2024 08:37:04 |
Chg.+0.01 |
Bid15:08:04 |
Ask15:08:04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.34EUR |
+0.43% |
2.41 Bid Size: 31,200 |
- Ask Size: - |
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: |
2.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
2.14 |
Time value: |
0.19 |
Break-even: |
50.87 |
Moneyness: |
1.78 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
2.19% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
1.96 |
Rho: |
0.26 |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.34 |
Previous Close: |
2.33 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+36.05% |
3 Months |
|
|
+12.50% |
YTD |
|
|
+108.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.33 |
2.08 |
1M High / 1M Low: |
2.33 |
1.72 |
6M High / 6M Low: |
2.33 |
1.25 |
High (YTD): |
15/10/2024 |
2.33 |
Low (YTD): |
18/01/2024 |
0.88 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.02% |
Volatility 6M: |
|
74.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |