BNP Paribas Call 50 SYF 19.12.2025
/ DE000PC26BC8
BNP Paribas Call 50 SYF 19.12.202.../ DE000PC26BC8 /
| 2024-09-13 9:50:40 PM |
Chg.+0.030 |
Bid2024-09-13 |
Ask2024-09-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
0.600
Bid Size: 16,100 |
0.660
Ask Size: 16,100 |
Synchrony Financiall |
50.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC26BC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.26 |
| Time value: |
0.66 |
| Break-even: |
51.74 |
| Moneyness: |
0.94 |
| Premium: |
0.22 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
10.00% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.22 |
Quote data
| Open: |
0.570 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
+46.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
0.770 |
0.540 |
| 6M High / 6M Low: |
0.980 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.44% |
| Volatility 6M: |
|
120.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
