BNP Paribas Call 40 SYF 20.12.2024
/ DE000PC1MHY6
BNP Paribas Call 40 SYF 20.12.202.../ DE000PC1MHY6 /
| 2024-05-30 5:05:22 PM |
Chg.+0.020 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+3.70% |
0.560
Bid Size: 18,600 |
0.590
Ask Size: 18,600 |
Synchrony Financiall |
40.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC1MHY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.34 |
| Break-even: |
42.63 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.67 |
| Rho: |
0.11 |
Quote data
| Open: |
0.510 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
+1.82% |
| YTD |
|
|
+30.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.850 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
0.850 |
| Low (YTD): |
2024-01-18 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
