OverviewChartNewsTraderScreen

BNP Paribas Call 45 SYF 19.12.202.../  DE000PC1MH21  /

Frankfurt Zert./BNP
24/01/2025  21:55:18 Chg.-0.050 Bid21:59:07 Ask21:59:07 Underlying Strike price Expiration date Option type
2.610EUR -1.88% 2.640
Bid Size: 24,000		 2.670
Ask Size: 24,000		 Synchrony Financiall 45.00 - 19/12/2025 Call
 

Master data

WKN: PC1MH2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.50
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.26
Implied volatility: 0.56
Historic volatility: 0.33
Parity: 2.26
Time value: 0.44
Break-even: 72.00
Moneyness: 1.50
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.12%
Delta: 0.86
Theta: -0.01
Omega: 2.16
Rho: 0.28
 

Quote data

Open: 2.660
High: 2.660
Low: 2.580
Previous Close: 2.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.95%
1 Month  
+13.97%
3 Months  
+85.11%
YTD  
+13.48%
1 Year  
+536.59%
3 Years     -
5 Years     -
1W High / 1W Low: 2.680 2.560
1M High / 1M Low: 2.680 2.170
6M High / 6M Low: 2.680 0.680
High (YTD): 22/01/2025 2.680
Low (YTD): 10/01/2025 2.170
52W High: 22/01/2025 2.680
52W Low: 24/01/2024 0.410
Avg. price 1W:   2.616
Avg. volume 1W:   0.000
Avg. price 1M:   2.426
Avg. volume 1M:   0.000
Avg. price 6M:   1.586
Avg. volume 6M:   0.000
Avg. price 1Y:   1.138
Avg. volume 1Y:   0.000
Volatility 1M:   59.97%
Volatility 6M:   124.28%
Volatility 1Y:   115.54%
Volatility 3Y:   -