BNP Paribas Call 42 SYF 16.01.2026
/ DE000PC21ZC8
BNP Paribas Call 42 SYF 16.01.202.../ DE000PC21ZC8 /
2024-10-16 4:05:27 PM |
Chg.+0.130 |
Bid4:17:31 PM |
Ask4:17:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.590EUR |
+8.90% |
1.550 Bid Size: 39,400 |
1.590 Ask Size: 39,400 |
Synchrony Financiall |
42.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC21ZC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-05 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.32 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
1.04 |
Time value: |
0.45 |
Break-even: |
53.49 |
Moneyness: |
1.27 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
2.76% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
2.64 |
Rho: |
0.31 |
Quote data
Open: |
1.500 |
High: |
1.610 |
Low: |
1.470 |
Previous Close: |
1.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.78% |
1 Month |
|
|
+60.61% |
3 Months |
|
|
+15.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
1.320 |
1M High / 1M Low: |
1.490 |
0.990 |
6M High / 6M Low: |
1.490 |
0.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.57% |
Volatility 6M: |
|
98.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |