BNP Paribas Call 45 SYF 19.12.2025
/ DE000PC1MH21
BNP Paribas Call 45 SYF 19.12.202.../ DE000PC1MH21 /
| 10/16/2024 9:16:32 AM |
Chg.+0.01 |
Bid3:58:35 PM |
Ask3:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+0.78% |
1.35
Bid Size: 35,800 |
1.38
Ask Size: 35,800 |
Synchrony Financiall |
45.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1MH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.50 |
| Break-even: |
53.95 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.29 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.35% |
| 1 Month |
|
|
+59.26% |
| 3 Months |
|
|
+16.22% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.09 |
| 1M High / 1M Low: |
1.28 |
0.81 |
| 6M High / 6M Low: |
1.28 |
0.55 |
| High (YTD): |
10/15/2024 |
1.28 |
| Low (YTD): |
1/18/2024 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.89% |
| Volatility 6M: |
|
112.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
