BNP Paribas Call 45 SYF 20.06.2025
/ DE000PC9W195
BNP Paribas Call 45 SYF 20.06.202.../ DE000PC9W195 /
| 8/9/2024 9:50:27 PM |
Chg.+0.030 |
Bid9:57:14 PM |
Ask9:57:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
0.680
Bid Size: 20,100 |
0.710
Ask Size: 20,100 |
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: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
0.57 |
| Break-even: |
48.32 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.17 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.52% |
| 1 Month |
|
|
-14.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
1.080 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
