BNP Paribas Call 40 SYF 16.01.2026
/ DE000PZ1ZCF1
BNP Paribas Call 40 SYF 16.01.202.../ DE000PZ1ZCF1 /
| 9/13/2024 8:37:41 AM |
Chg.+0.02 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+1.92% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
40.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ1ZCF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.64 |
| Time value: |
0.52 |
| Break-even: |
47.71 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
5.45% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
2.77 |
| Rho: |
0.28 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
+1.92% |
| 3 Months |
|
|
+21.84% |
| YTD |
|
|
+63.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.04 |
| 1M High / 1M Low: |
1.33 |
1.04 |
| 6M High / 6M Low: |
1.55 |
0.75 |
| High (YTD): |
7/18/2024 |
1.55 |
| Low (YTD): |
1/18/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.83% |
| Volatility 6M: |
|
96.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
