BNP Paribas Call 32 SYF 19.12.2025
/ DE000PZ1ZB72
BNP Paribas Call 32 SYF 19.12.202.../ DE000PZ1ZB72 /
| 16/10/2024 16:05:12 |
Chg.+0.160 |
Bid16:12:49 |
Ask16:12:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
+7.48% |
2.260
Bid Size: 64,000 |
2.300
Ask Size: 64,000 |
Synchrony Financiall |
32.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ1ZB7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 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: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.96 |
| Time value: |
0.18 |
| Break-even: |
50.80 |
| Moneyness: |
1.67 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.13 |
| Rho: |
0.29 |
Quote data
| Open: |
2.180 |
| High: |
2.320 |
| Low: |
2.160 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
+45.57% |
| 3 Months |
|
|
+13.86% |
| YTD |
|
|
+139.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.970 |
| 1M High / 1M Low: |
2.170 |
1.580 |
| 6M High / 6M Low: |
2.170 |
1.150 |
| High (YTD): |
14/10/2024 |
2.170 |
| Low (YTD): |
18/01/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.80% |
| Volatility 6M: |
|
76.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
