BNP Paribas Call 38 SYF 19.12.2025
/ DE000PC1MH13
BNP Paribas Call 38 SYF 19.12.202.../ DE000PC1MH13 /
| 2024-05-31 9:50:25 PM |
Chg.+0.040 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+4.08% |
1.040
Bid Size: 6,200 |
1.080
Ask Size: 6,200 |
Synchrony Financiall |
38.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1MH1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.53 |
| Time value: |
0.55 |
| Break-even: |
45.83 |
| Moneyness: |
1.15 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.80 |
| Rho: |
0.30 |
Quote data
| Open: |
0.980 |
| High: |
1.020 |
| Low: |
0.980 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.99% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+15.91% |
| YTD |
|
|
+52.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.960 |
| 1M High / 1M Low: |
1.270 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.270 |
| Low (YTD): |
2024-01-18 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
