BNP Paribas Call 30 SYF 20.12.2024
/ DE000PZ1ZBW8
BNP Paribas Call 30 SYF 20.12.202.../ DE000PZ1ZBW8 /
| 2024-05-30 8:30:57 AM |
Chg.-0.08 |
Bid7:12:12 PM |
Ask7:12:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-6.20% |
1.28
Bid Size: 41,600 |
1.31
Ask Size: 41,600 |
Synchrony Financiall |
30.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1ZBW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
1.15 |
| Time value: |
0.12 |
| Break-even: |
40.47 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.79 |
| Rho: |
0.13 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.70% |
| 1 Month |
|
|
-16.55% |
| 3 Months |
|
|
+6.14% |
| YTD |
|
|
+23.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.28 |
| 1M High / 1M Low: |
1.60 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
1.60 |
| Low (YTD): |
2024-01-18 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
