BNP Paribas Call 25 SYF 16.01.2026
/ DE000PZ1ZCA2
BNP Paribas Call 25 SYF 16.01.202.../ DE000PZ1ZCA2 /
| 2024-05-31 9:50:25 PM |
Chg.+0.050 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+2.75% |
1.890
Bid Size: 12,000 |
1.930
Ask Size: 12,000 |
Synchrony Financiall |
25.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZCA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 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: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.66 |
| Time value: |
0.21 |
| Break-even: |
41.78 |
| Moneyness: |
1.72 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.19% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
1.98 |
| Rho: |
0.30 |
Quote data
| Open: |
1.820 |
| High: |
1.870 |
| Low: |
1.810 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.54% |
| 1 Month |
|
|
-4.10% |
| 3 Months |
|
|
+11.31% |
| YTD |
|
|
+35.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.790 |
| 1M High / 1M Low: |
2.150 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
2.150 |
| Low (YTD): |
2024-01-18 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
