BNP Paribas Call 52 SYF 20.06.2025
/ DE000PG3TT37
BNP Paribas Call 52 SYF 20.06.202.../ DE000PG3TT37 /
| 24/01/2025 21:55:15 |
Chg.-0.040 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-2.11% |
1.900
Bid Size: 24,100 |
1.930
Ask Size: 24,100 |
Synchrony Financiall |
52.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PG3TT3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.33 |
| Parity: |
1.56 |
| Time value: |
0.38 |
| Break-even: |
71.40 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.57% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.84 |
| Rho: |
0.14 |
Quote data
| Open: |
1.900 |
| High: |
1.900 |
| Low: |
1.830 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.49% |
| 1 Month |
|
|
+20.78% |
| 3 Months |
|
|
+132.50% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.780 |
| 1M High / 1M Low: |
1.910 |
1.410 |
| 6M High / 6M Low: |
1.910 |
0.300 |
| High (YTD): |
22/01/2025 |
1.910 |
| Low (YTD): |
10/01/2025 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.984 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.10% |
| Volatility 6M: |
|
187.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |