BNP Paribas Call 44 SYF 17.01.2025
/ DE000PC39K51
BNP Paribas Call 44 SYF 17.01.202.../ DE000PC39K51 /
| 9/13/2024 9:50:23 PM |
Chg.+0.060 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+12.00% |
0.560
Bid Size: 31,600 |
0.620
Ask Size: 31,600 |
Synchrony Financiall |
44.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC39K5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
0.28 |
| Time value: |
0.33 |
| Break-even: |
45.82 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.67 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.570 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.770 |
0.480 |
| 6M High / 6M Low: |
1.000 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.15% |
| Volatility 6M: |
|
154.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
