BNP Paribas Call 70 SYF 15.01.2027
/ DE000PL1LU26
BNP Paribas Call 70 SYF 15.01.202.../ DE000PL1LU26 /
| 1/24/2025 8:25:17 PM |
Chg.-0.070 |
Bid8:47:27 PM |
Ask8:47:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-4.76% |
1.390
Bid Size: 70,200 |
1.420
Ask Size: 70,200 |
Synchrony Financiall |
70.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
PL1LU2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.24 |
| Time value: |
1.51 |
| Break-even: |
85.10 |
| Moneyness: |
0.97 |
| Premium: |
0.26 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.72% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
2.79 |
| Rho: |
0.53 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.400 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.350 |
| 1M High / 1M Low: |
1.470 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.470 |
| Low (YTD): |
1/10/2025 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |