BNP Paribas Call 38 SYF 16.01.202.../  DE000PC1MH39  /

Frankfurt Zert./BNP
09/08/2024  21:50:38 Chg.+0.050 Bid21:56:29 Ask21:56:29 Underlying Strike price Expiration date Option type
1.220EUR +4.27% 1.220
Bid Size: 19,500
1.250
Ask Size: 19,500
Synchrony Financiall 38.00 USD 16/01/2026 Call
 

Master data

WKN: PC1MH3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.79
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 0.79
Time value: 0.46
Break-even: 47.31
Moneyness: 1.23
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.46%
Delta: 0.79
Theta: -0.01
Omega: 2.69
Rho: 0.30
 

Quote data

Open: 1.170
High: 1.230
Low: 1.170
Previous Close: 1.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.96%
1 Month
  -8.96%
3 Months
  -0.81%
YTD  
+76.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 1.020
1M High / 1M Low: 1.670 1.020
6M High / 6M Low: 1.670 0.740
High (YTD): 17/07/2024 1.670
Low (YTD): 18/01/2024 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   1.116
Avg. volume 1W:   0.000
Avg. price 1M:   1.407
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.87%
Volatility 6M:   91.98%
Volatility 1Y:   -
Volatility 3Y:   -