BNP Paribas Call 42 SYF 16.01.2026
/ DE000PC21ZC8
BNP Paribas Call 42 SYF 16.01.202.../ DE000PC21ZC8 /
| 1/24/2025 8:49:46 AM |
Chg.-0.01 |
Bid8:29:51 PM |
Ask8:29:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
-0.34% |
2.85
Bid Size: 47,800 |
2.88
Ask Size: 47,800 |
Synchrony Financiall |
42.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC21ZC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
1/5/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
2.56 |
| Time value: |
0.41 |
| Break-even: |
71.70 |
| Moneyness: |
1.61 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.00 |
| Rho: |
0.29 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+14.84% |
| 3 Months |
|
|
+84.91% |
| YTD |
|
|
+14.84% |
| 1 Year |
|
|
+465.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.76 |
| 1M High / 1M Low: |
2.95 |
2.42 |
| 6M High / 6M Low: |
2.95 |
0.81 |
| High (YTD): |
1/23/2025 |
2.95 |
| Low (YTD): |
1/13/2025 |
2.42 |
| 52W High: |
1/23/2025 |
2.95 |
| 52W Low: |
1/24/2024 |
0.52 |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.10% |
| Volatility 6M: |
|
103.01% |
| Volatility 1Y: |
|
98.64% |
| Volatility 3Y: |
|
- |