BNP Paribas Call 40 SYF 16.01.2026
/ DE000PZ1ZCF1
BNP Paribas Call 40 SYF 16.01.202.../ DE000PZ1ZCF1 /
| 1/24/2025 8:38:30 AM |
Chg.-0.03 |
Bid8:38:32 PM |
Ask8:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
-0.96% |
3.01
Bid Size: 47,400 |
-
Ask Size: - |
Synchrony Financiall |
40.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PZ1ZCF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
2.76 |
| Time value: |
0.43 |
| Break-even: |
71.90 |
| Moneyness: |
1.69 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.90% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
1.88 |
| Rho: |
0.27 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.82% |
| 1 Month |
|
|
+13.60% |
| 3 Months |
|
|
+79.65% |
| YTD |
|
|
+13.60% |
| 1 Year |
|
|
+423.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.92 |
| 1M High / 1M Low: |
3.12 |
2.57 |
| 6M High / 6M Low: |
3.12 |
0.91 |
| High (YTD): |
1/23/2025 |
3.12 |
| Low (YTD): |
1/13/2025 |
2.57 |
| 52W High: |
1/23/2025 |
3.12 |
| 52W Low: |
1/24/2024 |
0.59 |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.30% |
| Volatility 6M: |
|
96.82% |
| Volatility 1Y: |
|
93.02% |
| Volatility 3Y: |
|
- |