BNP Paribas Call 35 SYF 16.01.2026
/ DE000PZ1ZCE4
BNP Paribas Call 35 SYF 16.01.202.../ DE000PZ1ZCE4 /
| 8/9/2024 9:50:31 PM |
Chg.+0.050 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+3.70% |
1.400
Bid Size: 22,200 |
1.440
Ask Size: 22,200 |
Synchrony Financiall |
35.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ1ZCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.06 |
| Time value: |
0.38 |
| Break-even: |
46.46 |
| Moneyness: |
1.33 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.47 |
| Rho: |
0.30 |
Quote data
| Open: |
1.340 |
| High: |
1.400 |
| Low: |
1.340 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
-8.50% |
| 3 Months |
|
|
-0.71% |
| YTD |
|
|
+70.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.190 |
| 1M High / 1M Low: |
1.870 |
1.190 |
| 6M High / 6M Low: |
1.870 |
0.890 |
| High (YTD): |
7/17/2024 |
1.870 |
| Low (YTD): |
1/18/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.39% |
| Volatility 6M: |
|
83.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
