BNP Paribas Call 65 SYF 21.03.2025
/ DE000PL0EPY7
BNP Paribas Call 65 SYF 21.03.202.../ DE000PL0EPY7 /
| 1/24/2025 9:23:25 AM |
Chg.-0.010 |
Bid8:20:07 PM |
Ask8:20:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-1.41% |
0.670
Bid Size: 60,200 |
0.700
Ask Size: 60,200 |
Synchrony Financiall |
65.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PL0EPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
0.26 |
| Time value: |
0.48 |
| Break-even: |
72.40 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
5.68 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.81% |
| 1 Month |
|
|
+32.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.570 |
| 1M High / 1M Low: |
0.710 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.710 |
| Low (YTD): |
1/13/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |