BNP Paribas Call 38 SYF 19.12.2025
/ DE000PC1MH13
BNP Paribas Call 38 SYF 19.12.202.../ DE000PC1MH13 /
| 16/10/2024 09:16:32 |
Chg.0.00 |
Bid15:44:54 |
Ask15:44:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
0.00% |
1.90
Bid Size: 24,000 |
1.94
Ask Size: 24,000 |
Synchrony Financiall |
38.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1MH1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.40 |
| Time value: |
0.34 |
| Break-even: |
52.32 |
| Moneyness: |
1.40 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
2.35% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
2.41 |
| Rho: |
0.29 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.23% |
| 1 Month |
|
|
+46.22% |
| 3 Months |
|
|
+14.47% |
| YTD |
|
|
+155.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.51 |
| 1M High / 1M Low: |
1.74 |
1.19 |
| 6M High / 6M Low: |
1.74 |
0.83 |
| High (YTD): |
15/10/2024 |
1.74 |
| Low (YTD): |
18/01/2024 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.38% |
| Volatility 6M: |
|
93.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
