BNP Paribas Call 40 SYF 19.12.2025
/ DE000PZ1ZB98
BNP Paribas Call 40 SYF 19.12.202.../ DE000PZ1ZB98 /
| 2024-08-09 9:50:44 PM |
Chg.+0.040 |
Bid9:57:52 PM |
Ask9:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+3.85% |
1.090
Bid Size: 18,700 |
1.120
Ask Size: 18,700 |
Synchrony Financiall |
40.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1ZB9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.52 |
| Break-even: |
47.84 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.87 |
| Rho: |
0.28 |
Quote data
| Open: |
1.040 |
| High: |
1.090 |
| Low: |
1.040 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-10.74% |
| 3 Months |
|
|
-1.82% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.900 |
| 1M High / 1M Low: |
1.530 |
0.900 |
| 6M High / 6M Low: |
1.530 |
0.640 |
| High (YTD): |
2024-07-17 |
1.530 |
| Low (YTD): |
2024-01-18 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.968 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.55% |
| Volatility 6M: |
|
98.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
