BNP Paribas Call 40 SYF 16.01.2026
/ DE000PZ1ZCF1
BNP Paribas Call 40 SYF 16.01.202.../ DE000PZ1ZCF1 /
| 2024-06-06 8:31:21 AM |
Chg.+0.010 |
Bid9:01:18 AM |
Ask9:01:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.870
Bid Size: 3,449 |
0.970
Ask Size: 3,093 |
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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.23 |
| Time value: |
0.67 |
| Break-even: |
45.76 |
| Moneyness: |
1.06 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
4.65% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
2.99 |
| Rho: |
0.29 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
-23.01% |
| 3 Months |
|
|
+10.13% |
| YTD |
|
|
+33.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.170 |
0.850 |
| 6M High / 6M Low: |
1.170 |
0.430 |
| High (YTD): |
2024-05-10 |
1.170 |
| Low (YTD): |
2024-01-18 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.783 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.20% |
| Volatility 6M: |
|
95.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
