BNP Paribas Call 55 SYF 16.01.2026
/ DE000PC26BF1
BNP Paribas Call 55 SYF 16.01.202.../ DE000PC26BF1 /
| 2024-06-05 9:50:30 PM |
Chg.0.000 |
Bid9:52:31 PM |
Ask9:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
0.350
Bid Size: 8,572 |
0.390
Ask Size: 7,693 |
Synchrony Financiall |
55.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC26BF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-1.15 |
| Time value: |
0.38 |
| Break-even: |
54.34 |
| Moneyness: |
0.77 |
| Premium: |
0.39 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
0.19 |
Quote data
| Open: |
0.340 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-37.04% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.540 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
