BNP Paribas Call 50 SYF 16.01.2026
/ DE000PC26BE4
BNP Paribas Call 50 SYF 16.01.202.../ DE000PC26BE4 /
| 16/10/2024 20:20:41 |
Chg.+0.180 |
Bid20:41:37 |
Ask20:41:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+18.00% |
1.190
Bid Size: 30,400 |
1.220
Ask Size: 30,400 |
Synchrony Financiall |
50.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC26BE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
0.70 |
| Break-even: |
55.94 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
3.32 |
| Rho: |
0.29 |
Quote data
| Open: |
1.030 |
| High: |
1.180 |
| Low: |
1.010 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.67% |
| 1 Month |
|
|
+90.32% |
| 3 Months |
|
|
+24.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.880 |
| 1M High / 1M Low: |
1.030 |
0.620 |
| 6M High / 6M Low: |
1.030 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.83% |
| Volatility 6M: |
|
121.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
