BNP Paribas Call 28 SYF 20.12.2024
/ DE000PZ1ZBV0
BNP Paribas Call 28 SYF 20.12.202.../ DE000PZ1ZBV0 /
| 2024-05-30 1:21:01 PM |
Chg.-0.030 |
Bid2024-05-30 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-2.13% |
1.380
Bid Size: 27,600 |
-
Ask Size: - |
Synchrony Financiall |
28.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1ZBV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.33 |
| Time value: |
0.07 |
| Break-even: |
39.92 |
| Moneyness: |
1.51 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.13 |
Quote data
| Open: |
1.370 |
| High: |
1.380 |
| Low: |
1.370 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.50% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
+3.76% |
| YTD |
|
|
+28.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.410 |
| 1M High / 1M Low: |
1.770 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.770 |
| Low (YTD): |
2024-01-18 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
