BNP Paribas Call 42 SYF 16.01.2026
/ DE000PC21ZC8
BNP Paribas Call 42 SYF 16.01.202.../ DE000PC21ZC8 /
| 2024-06-05 8:47:27 AM |
Chg.-0.060 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-7.23% |
-
Bid Size: - |
-
Ask Size: - |
Synchrony Financiall |
42.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC21ZC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.05 |
| Time value: |
0.76 |
| Break-even: |
46.70 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.13 |
| Rho: |
0.28 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
-23.76% |
| 3 Months |
|
|
+13.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.750 |
| 1M High / 1M Low: |
1.060 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
