BNP Paribas Call 40 SYF 16.01.2026
/ DE000PZ1ZCF1
BNP Paribas Call 40 SYF 16.01.202.../ DE000PZ1ZCF1 /
| 2024-05-31 1:07:10 PM |
Chg.+0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZCF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.64 |
| Break-even: |
46.77 |
| Moneyness: |
1.10 |
| Premium: |
0.16 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
2.91 |
| Rho: |
0.31 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
-10.89% |
| 3 Months |
|
|
+9.76% |
| YTD |
|
|
+38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.850 |
| 1M High / 1M Low: |
1.170 |
0.850 |
| 6M High / 6M Low: |
1.170 |
0.410 |
| High (YTD): |
2024-05-10 |
1.170 |
| Low (YTD): |
2024-01-18 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.72% |
| Volatility 6M: |
|
94.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
