BNP Paribas Call 34 SYF 17.01.2025
/ DE000PC39K36
BNP Paribas Call 34 SYF 17.01.202.../ DE000PC39K36 /
10/16/2024 2:21:09 PM |
Chg.+0.150 |
Bid2:32:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.970EUR |
+8.24% |
1.950 Bid Size: 30,000 |
- Ask Size: - |
Synchrony Financiall |
34.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC39K3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.77 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
1.77 |
Time value: |
0.09 |
Break-even: |
49.84 |
Moneyness: |
1.57 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
2.76% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.45 |
Rho: |
0.07 |
Quote data
Open: |
1.860 |
High: |
2.020 |
Low: |
1.850 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.26% |
1 Month |
|
|
+56.35% |
3 Months |
|
|
+15.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.860 |
1.650 |
1M High / 1M Low: |
1.860 |
1.260 |
6M High / 6M Low: |
1.860 |
0.830 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.80% |
Volatility 6M: |
|
98.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |