BNP Paribas Call 55 SYF 17.01.2025
/ DE000PC870R0
BNP Paribas Call 55 SYF 17.01.202.../ DE000PC870R0 /
| 10/16/2024 8:54:25 AM |
Chg.-0.010 |
Bid4:31:17 PM |
Ask4:31:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.400
Bid Size: 49,400 |
0.430
Ask Size: 49,400 |
Synchrony Financiall |
55.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC870R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
0.34 |
| Break-even: |
53.94 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
7.11 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
+183.33% |
| 3 Months |
|
|
+9.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.240 |
| 1M High / 1M Low: |
0.350 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
