BNP Paribas Call 35 SYF 17.01.2025
/ DE000PZ1ZB31
BNP Paribas Call 35 SYF 17.01.202.../ DE000PZ1ZB31 /
| 8/9/2024 8:32:34 AM |
Chg.+0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+10.78% |
-
Bid Size: - |
-
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: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
1.06 |
| Time value: |
0.16 |
| Break-even: |
44.26 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.11 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.39% |
| 1 Month |
|
|
-16.91% |
| 3 Months |
|
|
-8.13% |
| YTD |
|
|
+63.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.97 |
| 1M High / 1M Low: |
1.68 |
0.97 |
| 6M High / 6M Low: |
1.68 |
0.70 |
| High (YTD): |
7/18/2024 |
1.68 |
| Low (YTD): |
1/18/2024 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.00% |
| Volatility 6M: |
|
104.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
