BNP Paribas Call 40 SYF 16.01.2026
/ DE000PZ1ZCF1
BNP Paribas Call 40 SYF 16.01.202.../ DE000PZ1ZCF1 /
| 09/08/2024 21:50:32 |
Chg.+0.040 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+3.77% |
1.110
Bid Size: 18,200 |
1.140
Ask Size: 18,200 |
Synchrony Financiall |
40.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1ZCF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.54 |
| Break-even: |
48.04 |
| Moneyness: |
1.16 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.82 |
| Rho: |
0.30 |
Quote data
| Open: |
1.060 |
| High: |
1.110 |
| Low: |
1.060 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
-9.84% |
| 3 Months |
|
|
-1.79% |
| YTD |
|
|
+80.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.920 |
| 1M High / 1M Low: |
1.550 |
0.920 |
| 6M High / 6M Low: |
1.550 |
0.660 |
| High (YTD): |
17/07/2024 |
1.550 |
| Low (YTD): |
18/01/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.987 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.76% |
| Volatility 6M: |
|
95.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
