BNP Paribas Call 80 SYF 15.01.2027
/ DE000PL1LU18
BNP Paribas Call 80 SYF 15.01.202.../ DE000PL1LU18 /
| 1/24/2025 9:42:19 AM |
Chg.-0.01 |
Bid9:21:44 PM |
Ask9:21:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
1.01
Bid Size: 86,400 |
1.04
Ask Size: 86,400 |
Synchrony Financiall |
80.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
PL1LU1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-1.24 |
| Time value: |
1.10 |
| Break-even: |
91.00 |
| Moneyness: |
0.85 |
| Premium: |
0.35 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
3.77% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
3.18 |
| Rho: |
0.47 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+22.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
+23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.90 |
| 1M High / 1M Low: |
1.06 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.06 |
| Low (YTD): |
1/13/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |