BNP Paribas Call 36 SYF 20.12.2024
/ DE000PC21Y71
BNP Paribas Call 36 SYF 20.12.202.../ DE000PC21Y71 /
| 2024-05-30 8:43:24 AM |
Chg.-0.080 |
Bid10:12:52 AM |
Ask10:12:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-9.64% |
0.770
Bid Size: 12,000 |
0.840
Ask Size: 12,000 |
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: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-23.47% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.820 |
| 1M High / 1M Low: |
1.120 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
