BNP Paribas Call 28 SYF 19.12.2025
/ DE000PZ1ZB56
BNP Paribas Call 28 SYF 19.12.202.../ DE000PZ1ZB56 /
| 2024-06-07 8:32:45 AM |
Chg.+0.05 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+3.18% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
28.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1ZB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 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: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
1.45 |
| Time value: |
0.25 |
| Break-even: |
42.92 |
| Moneyness: |
1.56 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
2.41% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.15 |
| Rho: |
0.30 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.25% |
| 1 Month |
|
|
-12.43% |
| 3 Months |
|
|
+10.20% |
| YTD |
|
|
+31.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.56 |
| 1M High / 1M Low: |
1.91 |
1.53 |
| 6M High / 6M Low: |
1.92 |
0.99 |
| High (YTD): |
2024-05-07 |
1.92 |
| Low (YTD): |
2024-01-18 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.79% |
| Volatility 6M: |
|
62.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
