BNP Paribas Call 45 SYF 19.12.2025
/ DE000PC1MH21
BNP Paribas Call 45 SYF 19.12.202.../ DE000PC1MH21 /
| 2024-05-31 9:50:24 PM |
Chg.+0.030 |
Bid9:56:04 PM |
Ask9:56:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
0.700
Bid Size: 5,300 |
0.740
Ask Size: 5,300 |
Synchrony Financiall |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1MH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.11 |
| Time value: |
0.74 |
| Break-even: |
48.88 |
| Moneyness: |
0.97 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.27 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.47% |
| 1 Month |
|
|
-16.87% |
| 3 Months |
|
|
+18.97% |
| YTD |
|
|
+60.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.640 |
| 1M High / 1M Low: |
0.900 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
0.900 |
| Low (YTD): |
2024-01-18 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
