BNP Paribas Call 60 SYF 15.01.2027
/ DE000PL1LU34
BNP Paribas Call 60 SYF 15.01.202.../ DE000PL1LU34 /
| 1/24/2025 9:42:19 AM |
Chg.-0.01 |
Bid3:28:30 PM |
Ask3:28:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-0.50% |
1.96
Bid Size: 7,300 |
2.03
Ask Size: 7,300 |
Synchrony Financiall |
60.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
PL1LU3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
0.76 |
| Time value: |
1.27 |
| Break-even: |
80.30 |
| Moneyness: |
1.13 |
| Premium: |
0.19 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.01% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.41 |
| Rho: |
0.56 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
+17.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.79 |
| 1M High / 1M Low: |
1.99 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.99 |
| Low (YTD): |
1/13/2025 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |