BNP Paribas Call 38 SYF 19.12.2025
/ DE000PC1MH13
BNP Paribas Call 38 SYF 19.12.202.../ DE000PC1MH13 /
13/09/2024 09:20:24 |
Chg.+0.01 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
+0.87% |
- Bid Size: - |
- Ask Size: - |
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: |
3.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
0.82 |
Time value: |
0.44 |
Break-even: |
46.91 |
Moneyness: |
1.24 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
5.00% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
2.66 |
Rho: |
0.26 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.94% |
1 Month |
|
|
+2.65% |
3 Months |
|
|
+22.11% |
YTD |
|
|
+70.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.28 |
1.15 |
1M High / 1M Low: |
1.43 |
1.13 |
6M High / 6M Low: |
1.65 |
0.83 |
High (YTD): |
18/07/2024 |
1.65 |
Low (YTD): |
18/01/2024 |
0.53 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.04% |
Volatility 6M: |
|
92.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |