BNP Paribas Call 45 SYF 19.12.2025
/ DE000PC1MH21
BNP Paribas Call 45 SYF 19.12.202.../ DE000PC1MH21 /
| 2024-05-31 9:17:07 AM |
Chg.+0.040 |
Bid7:18:55 PM |
Ask7:18:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
0.670
Bid Size: 10,600 |
0.710
Ask Size: 10,600 |
Synchrony Financiall |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1MH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.19 |
| Time value: |
0.70 |
| Break-even: |
48.55 |
| Moneyness: |
0.96 |
| Premium: |
0.22 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
6.06% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.26 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.72% |
| 3 Months |
|
|
+14.04% |
| YTD |
|
|
+51.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.900 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
0.900 |
| Low (YTD): |
2024-01-18 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
