BNP Paribas Call 48 SYF 20.06.2025
/ DE000PG3TT45
BNP Paribas Call 48 SYF 20.06.202.../ DE000PG3TT45 /
| 1/24/2025 9:55:10 PM |
Chg.-0.040 |
Bid9:59:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
-1.79% |
2.240
Bid Size: 23,400 |
-
Ask Size: - |
Synchrony Financiall |
48.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PG3TT4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.33 |
| Parity: |
1.96 |
| Time value: |
0.28 |
| Break-even: |
70.40 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.44% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.61 |
| Rho: |
0.14 |
Quote data
| Open: |
2.250 |
| High: |
2.250 |
| Low: |
2.170 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.29% |
| 1 Month |
|
|
+18.28% |
| 3 Months |
|
|
+111.54% |
| YTD |
|
|
+17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
2.130 |
| 1M High / 1M Low: |
2.250 |
1.730 |
| 6M High / 6M Low: |
2.250 |
0.420 |
| High (YTD): |
1/22/2025 |
2.250 |
| Low (YTD): |
1/10/2025 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.18% |
| Volatility 6M: |
|
159.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |