BNP Paribas Call 32 SYF 16.01.2026
/ DE000PZ1ZCD6
BNP Paribas Call 32 SYF 16.01.202.../ DE000PZ1ZCD6 /
| 9/13/2024 9:50:29 PM |
Chg.+0.060 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
+3.90% |
1.600
Bid Size: 27,500 |
1.680
Ask Size: 27,500 |
Synchrony Financiall |
32.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ1ZCD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
1.37 |
| Time value: |
0.30 |
| Break-even: |
45.59 |
| Moneyness: |
1.47 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
5.03% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.22 |
| Rho: |
0.27 |
Quote data
| Open: |
1.550 |
| High: |
1.620 |
| Low: |
1.550 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
+1.91% |
| 3 Months |
|
|
+28.00% |
| YTD |
|
|
+64.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.490 |
| 1M High / 1M Low: |
1.860 |
1.490 |
| 6M High / 6M Low: |
2.080 |
1.160 |
| High (YTD): |
7/17/2024 |
2.080 |
| Low (YTD): |
1/18/2024 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.82% |
| Volatility 6M: |
|
75.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
