BNP Paribas Call 40 SYF 19.12.2025
/ DE000PZ1ZB98
BNP Paribas Call 40 SYF 19.12.202.../ DE000PZ1ZB98 /
| 2024-05-28 9:50:27 PM |
Chg.-0.010 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
0.890
Bid Size: 5,800 |
0.930
Ask Size: 5,800 |
Synchrony Financiall |
40.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1ZB9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.68 |
| Break-even: |
46.73 |
| Moneyness: |
1.08 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
8.79% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.28 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
+13.92% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.870 |
| 1M High / 1M Low: |
1.150 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.150 |
| Low (YTD): |
2024-01-18 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
