BNP Paribas Call 45 SYF 17.01.2025
/ DE000PC21Y97
BNP Paribas Call 45 SYF 17.01.202.../ DE000PC21Y97 /
9/13/2024 9:50:32 PM |
Chg.+0.050 |
Bid9/13/2024 |
Ask9/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+11.11% |
0.500 Bid Size: 30,400 |
0.560 Ask Size: 30,400 |
Synchrony Financiall |
45.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC21Y9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/5/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
0.19 |
Time value: |
0.37 |
Break-even: |
46.23 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.06 |
Spread %: |
12.00% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
4.85 |
Rho: |
0.07 |
Quote data
Open: |
0.460 |
High: |
0.510 |
Low: |
0.460 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.66% |
1 Month |
|
|
+2.04% |
3 Months |
|
|
+66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.420 |
1M High / 1M Low: |
0.700 |
0.420 |
6M High / 6M Low: |
0.930 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.557 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.500 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.51% |
Volatility 6M: |
|
160.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |