BNP Paribas Call 36 SYF 20.12.2024
/ DE000PC21Y71
BNP Paribas Call 36 SYF 20.12.202.../ DE000PC21Y71 /
| 2024-05-30 9:50:30 PM |
Chg.+0.030 |
Bid9:58:15 PM |
Ask9:58:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+3.80% |
0.830
Bid Size: 11,700 |
0.860
Ask Size: 11,700 |
Synchrony Financiall |
36.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21Y7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.59 |
| Time value: |
0.22 |
| Break-even: |
41.43 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.830 |
| Low: |
0.750 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
+5.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.790 |
| 1M High / 1M Low: |
1.130 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
