BNP Paribas Call 42 SYF 19.12.2025
/ DE000PC21ZB0
BNP Paribas Call 42 SYF 19.12.202.../ DE000PC21ZB0 /
| 2024-05-28 8:43:25 AM |
Chg.-0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-2.47% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
42.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC21ZB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.12 |
| Time value: |
0.77 |
| Break-even: |
47.57 |
| Moneyness: |
1.03 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
9.88% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
2.98 |
| Rho: |
0.28 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.14% |
| 1 Month |
|
|
-15.05% |
| 3 Months |
|
|
+14.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.780 |
| 1M High / 1M Low: |
1.040 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
