BNP Paribas Call 52 SYF 17.01.202.../  DE000PC870S8  /

EUWAX
8/9/2024  8:52:59 AM Chg.+0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.210EUR +23.53% -
Bid Size: -
-
Ask Size: -
Synchrony Financiall 52.00 USD 1/17/2025 Call
 

Master data

WKN: PC870S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 1/17/2025
Issue date: 5/3/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.41
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.50
Time value: 0.26
Break-even: 50.24
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.40
Theta: -0.01
Omega: 6.52
Rho: 0.06
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.59%
1 Month
  -36.36%
3 Months
  -30.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.530 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -