BNP Paribas Call 38 SYF 19.12.2025
/ DE000PC1MH13
BNP Paribas Call 38 SYF 19.12.202.../ DE000PC1MH13 /
| 2024-05-28 9:05:56 AM |
Chg.-0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-1.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.49 |
| Time value: |
0.60 |
| Break-even: |
45.89 |
| Moneyness: |
1.14 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
7.92% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.29 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-13.91% |
| 3 Months |
|
|
+15.12% |
| YTD |
|
|
+45.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.970 |
| 1M High / 1M Low: |
1.260 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
1.260 |
| Low (YTD): |
2024-01-18 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
