BNP Paribas Call 45 SYF 16.01.2026
/ DE000PC1MH47
BNP Paribas Call 45 SYF 16.01.202.../ DE000PC1MH47 /
09/08/2024 21:50:38 |
Chg.+0.030 |
Bid21:58:24 |
Ask21:58:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
0.850 Bid Size: 16,100 |
0.880 Ask Size: 16,100 |
Synchrony Financiall |
45.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1MH4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
0.14 |
Time value: |
0.74 |
Break-even: |
50.02 |
Moneyness: |
1.03 |
Premium: |
0.17 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
3.53% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
3.20 |
Rho: |
0.28 |
Quote data
Open: |
0.810 |
High: |
0.860 |
Low: |
0.810 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.51% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-4.55% |
YTD |
|
|
+90.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.700 |
1M High / 1M Low: |
1.250 |
0.700 |
6M High / 6M Low: |
1.250 |
0.470 |
High (YTD): |
17/07/2024 |
1.250 |
Low (YTD): |
18/01/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.757 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.36% |
Volatility 6M: |
|
110.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |