BNP Paribas Call 45 SYF 20.06.2025
/ DE000PC9W195
BNP Paribas Call 45 SYF 20.06.202.../ DE000PC9W195 /
| 10/16/2024 8:25:16 AM |
Chg.0.00 |
Bid4:24:27 PM |
Ask4:24:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
0.00% |
1.17
Bid Size: 51,000 |
1.21
Ask Size: 51,000 |
Synchrony Financiall |
45.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC9W19 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.36 |
| Break-even: |
52.55 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
3.70% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.18 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.43% |
| 1 Month |
|
|
+67.16% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.93 |
| 1M High / 1M Low: |
1.12 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
