BNP Paribas Call 48 SYF 20.06.2025
/ DE000PG3TT45
BNP Paribas Call 48 SYF 20.06.202.../ DE000PG3TT45 /
| 10/16/2024 4:05:22 PM |
Chg.+0.120 |
Bid4:10:43 PM |
Ask4:10:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+13.19% |
0.980
Bid Size: 44,600 |
1.010
Ask Size: 44,600 |
Synchrony Financiall |
48.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PG3TT4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.49 |
| Time value: |
0.42 |
| Break-even: |
53.20 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.17 |
Quote data
| Open: |
0.930 |
| High: |
1.050 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.16% |
| 1 Month |
|
|
+98.08% |
| 3 Months |
|
|
+19.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
0.940 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
