BNP Paribas Call 25 SYF 19.12.2025
/ DE000PZ1ZB49
BNP Paribas Call 25 SYF 19.12.202.../ DE000PZ1ZB49 /
| 2024-05-28 9:50:27 PM |
Chg.-0.010 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-0.54% |
1.830
Bid Size: 12,500 |
1.870
Ask Size: 12,500 |
Synchrony Financiall |
25.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1ZB4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
1.69 |
| Time value: |
0.24 |
| Break-even: |
42.32 |
| Moneyness: |
1.73 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
4.32% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
1.89 |
| Rho: |
0.27 |
Quote data
| Open: |
1.880 |
| High: |
1.880 |
| Low: |
1.810 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
-7.07% |
| 3 Months |
|
|
+10.18% |
| YTD |
|
|
+34.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.800 |
| 1M High / 1M Low: |
2.140 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
2.140 |
| Low (YTD): |
2024-01-18 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
