BNP Paribas Call 45 SYF 17.01.2025
/ DE000PC21Y97
BNP Paribas Call 45 SYF 17.01.202.../ DE000PC21Y97 /
2024-10-16 7:21:00 PM |
Chg.+0.140 |
Bid7:24:07 PM |
Ask7:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+15.22% |
1.070 Bid Size: 66,800 |
1.100 Ask Size: 66,800 |
Synchrony Financiall |
45.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC21Y9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
0.76 |
Time value: |
0.16 |
Break-even: |
50.55 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
4.34 |
Rho: |
0.08 |
Quote data
Open: |
0.950 |
High: |
1.110 |
Low: |
0.930 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+30.86% |
1 Month |
|
|
+116.33% |
3 Months |
|
|
+20.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.780 |
1M High / 1M Low: |
0.960 |
0.490 |
6M High / 6M Low: |
0.960 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.874 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.554 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.07% |
Volatility 6M: |
|
165.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |