BNP Paribas Call 35 SYF 17.01.2025
/ DE000PZ1ZB31
BNP Paribas Call 35 SYF 17.01.202.../ DE000PZ1ZB31 /
| 10/16/2024 2:50:39 PM |
Chg.+0.160 |
Bid3:08:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
+9.25% |
1.860
Bid Size: 30,200 |
-
Ask Size: - |
Synchrony Financiall |
35.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ1ZB3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.27 |
| Parity: |
1.68 |
| Time value: |
0.09 |
| Break-even: |
49.86 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.91% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.56 |
| Rho: |
0.07 |
Quote data
| Open: |
1.770 |
| High: |
1.930 |
| Low: |
1.760 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.87% |
| 1 Month |
|
|
+60.17% |
| 3 Months |
|
|
+15.95% |
| YTD |
|
|
+173.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.560 |
| 1M High / 1M Low: |
1.770 |
1.180 |
| 6M High / 6M Low: |
1.770 |
0.760 |
| High (YTD): |
10/14/2024 |
1.770 |
| Low (YTD): |
1/18/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.06% |
| Volatility 6M: |
|
105.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
