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BNP Paribas Call 50 SYF 19.12.202.../  DE000PC26BC8  /

Frankfurt Zert./BNP
1/24/2025  9:55:20 PM Chg.-0.050 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
2.220EUR -2.20% 2.250
Bid Size: 25,100		 2.280
Ask Size: 25,100		 Synchrony Financiall 50.00 - 12/19/2025 Call
 

Master data

WKN: PC26BC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 12/19/2025
Issue date: 1/10/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.76
Implied volatility: 0.51
Historic volatility: 0.33
Parity: 1.76
Time value: 0.54
Break-even: 73.00
Moneyness: 1.35
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.32%
Delta: 0.82
Theta: -0.02
Omega: 2.41
Rho: 0.29
 

Quote data

Open: 2.270
High: 2.270
Low: 2.190
Previous Close: 2.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month  
+15.03%
3 Months  
+100.00%
YTD  
+15.03%
1 Year  
+665.52%
3 Years     -
5 Years     -
1W High / 1W Low: 2.290 2.170
1M High / 1M Low: 2.290 1.810
6M High / 6M Low: 2.290 0.500
High (YTD): 1/22/2025 2.290
Low (YTD): 1/10/2025 1.810
52W High: 1/22/2025 2.290
52W Low: 1/24/2024 0.290
Avg. price 1W:   2.226
Avg. volume 1W:   0.000
Avg. price 1M:   2.047
Avg. volume 1M:   0.000
Avg. price 6M:   1.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.902
Avg. volume 1Y:   0.000
Volatility 1M:   64.94%
Volatility 6M:   142.99%
Volatility 1Y:   133.05%
Volatility 3Y:   -