BNP Paribas Call 52 SYF 20.12.2024
/ DE000PC870Q2
BNP Paribas Call 52 SYF 20.12.202.../ DE000PC870Q2 /
| 08/11/2024 10:20:59 |
Chg.+0.020 |
Bid10:44:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+1.64% |
1.240
Bid Size: 25,700 |
-
Ask Size: - |
Synchrony Financiall |
52.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC870Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
1.17 |
| Time value: |
0.05 |
| Break-even: |
60.37 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
4.56 |
| Rho: |
0.05 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.240 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+158.33% |
| 1 Month |
|
|
+313.33% |
| 3 Months |
|
|
+629.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.480 |
| 1M High / 1M Low: |
1.500 |
0.300 |
| 6M High / 6M Low: |
1.500 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
573.79% |
| Volatility 6M: |
|
343.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
