BNP Paribas Call 50 SYF 19.12.2025
/ DE000PC26BC8
BNP Paribas Call 50 SYF 19.12.202.../ DE000PC26BC8 /
| 10/16/2024 8:42:31 AM |
Chg.0.00 |
Bid1:36:32 PM |
Ask1:36:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
0.00% |
1.11
Bid Size: 15,600 |
-
Ask Size: - |
Synchrony Financiall |
50.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC26BC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
0.70 |
| Break-even: |
55.94 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
3.31 |
| Rho: |
0.27 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.48% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+14.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.83 |
| 1M High / 1M Low: |
1.00 |
0.60 |
| 6M High / 6M Low: |
1.00 |
0.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.88% |
| Volatility 6M: |
|
131.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
