BNP Paribas Call 30 SYF 16.01.2026
/ DE000PZ1ZCC8
BNP Paribas Call 30 SYF 16.01.202.../ DE000PZ1ZCC8 /
| 2024-05-31 9:50:37 PM |
Chg.+0.050 |
Bid9:56:04 PM |
Ask9:56:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+3.38% |
1.540
Bid Size: 8,600 |
1.580
Ask Size: 8,600 |
Synchrony Financiall |
30.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZCC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.20 |
| Time value: |
0.33 |
| Break-even: |
43.00 |
| Moneyness: |
1.43 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.25 |
| Rho: |
0.31 |
Quote data
| Open: |
1.480 |
| High: |
1.530 |
| Low: |
1.470 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
-4.38% |
| 3 Months |
|
|
+15.04% |
| YTD |
|
|
+41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.450 |
| 1M High / 1M Low: |
1.790 |
1.450 |
| 6M High / 6M Low: |
1.790 |
0.780 |
| High (YTD): |
2024-05-06 |
1.790 |
| Low (YTD): |
2024-01-18 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.04% |
| Volatility 6M: |
|
66.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
