BNP Paribas Call 35 SYF 19.12.2025
/ DE000PZ1ZB80
BNP Paribas Call 35 SYF 19.12.202.../ DE000PZ1ZB80 /
| 2024-05-28 9:50:21 PM |
Chg.-0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-0.85% |
1.170
Bid Size: 6,900 |
1.210
Ask Size: 6,900 |
Synchrony Financiall |
35.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1ZB8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.77 |
| Time value: |
0.49 |
| Break-even: |
44.82 |
| Moneyness: |
1.24 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
6.78% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.49 |
| Rho: |
0.29 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
1.150 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.140 |
| 1M High / 1M Low: |
1.450 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.450 |
| Low (YTD): |
2024-01-18 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
