BNP Paribas Call 48 SYF 20.06.2025
/ DE000PG3TT45
BNP Paribas Call 48 SYF 20.06.202.../ DE000PG3TT45 /
16/10/2024 15:20:15 |
Chg.+0.090 |
Bid15:25:17 |
Ask16/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
+9.89% |
0.990 Bid Size: 21,700 |
- Ask Size: - |
Synchrony Financiall |
48.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PG3TT4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
09/07/2024 |
Last trading day: |
19/06/2025 |
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 |
|
|
+23.46% |
1 Month |
|
|
+92.31% |
3 Months |
|
|
+16.28% |
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: |
|
- |