BNP Paribas Call 32 SYF 16.01.2026
/ DE000PZ1ZCD6
BNP Paribas Call 32 SYF 16.01.202.../ DE000PZ1ZCD6 /
| 09/08/2024 08:32:33 |
Chg.+0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
32.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1ZCD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.33 |
| Time value: |
0.31 |
| Break-even: |
45.72 |
| Moneyness: |
1.46 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.50% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.27 |
| Rho: |
0.30 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
+50.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.36 |
| 1M High / 1M Low: |
2.08 |
1.36 |
| 6M High / 6M Low: |
2.08 |
1.05 |
| High (YTD): |
18/07/2024 |
2.08 |
| Low (YTD): |
18/01/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.35% |
| Volatility 6M: |
|
77.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
