BNP Paribas Call 45 SYF 17.01.2025
/ DE000PC21Y97
BNP Paribas Call 45 SYF 17.01.202.../ DE000PC21Y97 /
| 16/10/2024 16:35:37 |
Chg.+0.190 |
Bid16:42:18 |
Ask16:42:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+20.65% |
1.080
Bid Size: 66,400 |
1.110
Ask Size: 66,400 |
Synchrony Financiall |
45.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC21Y9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
16/01/2025 |
| 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 |
|
|
+37.04% |
| 1 Month |
|
|
+126.53% |
| 3 Months |
|
|
+26.14% |
| 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: |
|
- |
