BNP Paribas Call 70 SYF 16.01.2026
/ DE000PL0VBM6
BNP Paribas Call 70 SYF 16.01.202.../ DE000PL0VBM6 /
| 24/01/2025 21:55:20 |
Chg.-0.040 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-3.85% |
1.020
Bid Size: 36,300 |
1.050
Ask Size: 36,300 |
Synchrony Financiall |
70.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PL0VBM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
06/11/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-0.24 |
| Time value: |
1.07 |
| Break-even: |
80.70 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.63 |
| Rho: |
0.27 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.980 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.09% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
+19.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.970 |
| 1M High / 1M Low: |
1.050 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.050 |
| Low (YTD): |
10/01/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |