BNP Paribas Call 35 SYF 16.01.2026
/ DE000PZ1ZCE4
BNP Paribas Call 35 SYF 16.01.202.../ DE000PZ1ZCE4 /
| 2024-05-31 1:07:10 PM |
Chg.+0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+5.41% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
35.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.74 |
| Time value: |
0.48 |
| Break-even: |
44.51 |
| Moneyness: |
1.23 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
3.39% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.56 |
| Rho: |
0.31 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.86% |
| 1 Month |
|
|
-12.03% |
| 3 Months |
|
|
+9.35% |
| YTD |
|
|
+34.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.11 |
| 1M High / 1M Low: |
1.46 |
1.11 |
| 6M High / 6M Low: |
1.46 |
0.56 |
| High (YTD): |
2024-05-10 |
1.46 |
| Low (YTD): |
2024-01-18 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.61% |
| Volatility 6M: |
|
78.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
