BNP Paribas Call 44 SYF 17.01.2025
/ DE000PC39K51
BNP Paribas Call 44 SYF 17.01.202.../ DE000PC39K51 /
10/16/2024 8:22:41 AM |
Chg.-0.01 |
Bid2:47:13 PM |
Ask2:47:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.02EUR |
-0.97% |
1.12 Bid Size: 32,700 |
- Ask Size: - |
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: |
4.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
0.85 |
Time value: |
0.14 |
Break-even: |
50.33 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
4.16 |
Rho: |
0.08 |
Quote data
Open: |
1.02 |
High: |
1.02 |
Low: |
1.02 |
Previous Close: |
1.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.39% |
1 Month |
|
|
+85.45% |
3 Months |
|
|
+17.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.03 |
0.82 |
1M High / 1M Low: |
1.03 |
0.55 |
6M High / 6M Low: |
1.03 |
0.33 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.88% |
Volatility 6M: |
|
162.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |