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

EUWAX
13/09/2024  08:56:31 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -
-
Ask Size: -
Synchrony Financiall 52.00 USD 17/01/2025 Call
 

Master data

WKN: PC870S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 17/01/2025
Issue date: 03/05/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.37
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.44
Time value: 0.26
Break-even: 49.55
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.56
Spread abs.: 0.06
Spread %: 30.00%
Delta: 0.41
Theta: -0.02
Omega: 6.63
Rho: 0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month     0.00%
3 Months  
+28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.320 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -