BNP Paribas Call 60 SYF 20.06.202.../  DE000PC9W161  /

EUWAX
1/24/2025  8:27:09 AM Chg.-0.01 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.27EUR -0.78% -
Bid Size: -
-
Ask Size: -
Synchrony Financiall 60.00 - 6/20/2025 Call
 

Master data

WKN: PC9W16
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.76
Implied volatility: 0.51
Historic volatility: 0.33
Parity: 0.76
Time value: 0.54
Break-even: 73.00
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.71
Theta: -0.03
Omega: 3.71
Rho: 0.14
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.41%
1 Month  
+25.74%
3 Months  
+202.38%
YTD  
+28.28%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.28 1.11
1M High / 1M Low: 1.28 0.85
6M High / 6M Low: 1.28 0.12
High (YTD): 1/23/2025 1.28
Low (YTD): 1/13/2025 0.85
52W High: - -
52W Low: - -
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.08%
Volatility 6M:   227.35%
Volatility 1Y:   -
Volatility 3Y:   -