BNP Paribas Call 28 SYF 16.01.2026
/ DE000PZ1ZCB0
BNP Paribas Call 28 SYF 16.01.202.../ DE000PZ1ZCB0 /
| 2024-05-28 9:50:21 PM |
Chg.-0.010 |
Bid9:50:52 PM |
Ask9:50:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-0.61% |
1.630
Bid Size: 9,700 |
1.670
Ask Size: 9,700 |
Synchrony Financiall |
28.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZCB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 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: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
1.41 |
| Time value: |
0.32 |
| Break-even: |
43.08 |
| Moneyness: |
1.55 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.85% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.03 |
| Rho: |
0.29 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.610 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.80% |
| 1 Month |
|
|
-7.34% |
| 3 Months |
|
|
+11.56% |
| YTD |
|
|
+37.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.590 |
| 1M High / 1M Low: |
1.930 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.930 |
| Low (YTD): |
2024-01-18 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
