BNP Paribas Call 46 SYF 20.12.2024
/ DE000PC26A90
BNP Paribas Call 46 SYF 20.12.202.../ DE000PC26A90 /
| 2024-05-30 6:50:30 PM |
Chg.+0.020 |
Bid7:03:40 PM |
Ask7:03:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.290
Bid Size: 16,800 |
0.320
Ask Size: 16,800 |
Synchrony Financiall |
46.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC26A9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.34 |
| Time value: |
0.29 |
| Break-even: |
45.49 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
6.12 |
| Rho: |
0.08 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-9.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.510 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
