BNP Paribas Call 50 SYF 16.01.2026
/ DE000PC26BE4
BNP Paribas Call 50 SYF 16.01.202.../ DE000PC26BE4 /
2024-10-16 4:05:24 PM |
Chg.+0.110 |
Bid4:15:19 PM |
Ask4:15:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
+11.00% |
1.070 Bid Size: 30,400 |
1.100 Ask Size: 30,400 |
Synchrony Financiall |
50.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC26BE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Synchrony Financiall |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-10 |
Last trading day: |
2026-01-15 |
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: |
1.140 |
Low: |
1.010 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.98% |
1 Month |
|
|
+79.03% |
3 Months |
|
|
+16.84% |
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: |
|
- |