BNP Paribas Call 40 SYF 20.12.2024
/ DE000PC1MHY6
BNP Paribas Call 40 SYF 20.12.202.../ DE000PC1MHY6 /
2024-05-30 1:50:42 PM |
Chg.-0.020 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-3.70% |
0.520 Bid Size: 9,300 |
0.590 Ask Size: 9,300 |
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: |
0.520 |
Low: |
0.510 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-23.53% |
3 Months |
|
|
-5.45% |
YTD |
|
|
+20.93% |
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: |
|
- |