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BNP Paribas Call 55 SYF 16.01.202.../  DE000PC26BF1  /

Frankfurt Zert./BNP
1/24/2025  8:55:14 PM Chg.-0.080 Bid9:03:12 PM Ask9:03:12 PM Underlying Strike price Expiration date Option type
1.860EUR -4.12% 1.860
Bid Size: 54,200		 1.890
Ask Size: 54,200		 Synchrony Financiall 55.00 - 1/16/2026 Call
 

Master data

WKN: PC26BF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 1/16/2026
Issue date: 1/10/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.26
Implied volatility: 0.49
Historic volatility: 0.33
Parity: 1.26
Time value: 0.73
Break-even: 74.90
Moneyness: 1.23
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.53%
Delta: 0.77
Theta: -0.02
Omega: 2.60
Rho: 0.31
 

Quote data

Open: 1.940
High: 1.940
Low: 1.860
Previous Close: 1.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.54%
1 Month  
+14.11%
3 Months  
+108.99%
YTD  
+14.11%
1 Year  
+785.71%
3 Years     -
5 Years     -
1W High / 1W Low: 1.960 1.850
1M High / 1M Low: 1.960 1.520
6M High / 6M Low: 1.960 0.380
High (YTD): 1/22/2025 1.960
Low (YTD): 1/10/2025 1.520
52W High: 1/22/2025 1.960
52W Low: 1/24/2024 0.210
Avg. price 1W:   1.900
Avg. volume 1W:   0.000
Avg. price 1M:   1.738
Avg. volume 1M:   0.000
Avg. price 6M:   1.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   73.06%
Volatility 6M:   161.53%
Volatility 1Y:   151.28%
Volatility 3Y:   -