BNP Paribas Call 45 SYF 20.06.2025
/ DE000PC9W195
BNP Paribas Call 45 SYF 20.06.202.../ DE000PC9W195 /
| 16/10/2024 15:20:11 |
Chg.+0.090 |
Bid15:25:17 |
Ask16/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+8.26% |
1.170
Bid Size: 24,400 |
-
Ask Size: - |
Synchrony Financiall |
45.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9W19 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| 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: |
1.120 |
| High: |
1.230 |
| Low: |
1.110 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.41% |
| 1 Month |
|
|
+76.12% |
| 3 Months |
|
|
+14.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.960 |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
