OverviewChartNewsTraderScreen

BNP Paribas Call 55 SYF 19.12.202.../  DE000PC26BD6  /

Frankfurt Zert./BNP
1/24/2025  9:55:20 PM Chg.-0.050 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
1.850EUR -2.63% 1.880
Bid Size: 26,600		 1.910
Ask Size: 26,600		 Synchrony Financiall 55.00 - 12/19/2025 Call
 

Master data

WKN: PC26BD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Synchrony Financiall
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 12/19/2025
Issue date: 1/10/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.50
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.26
Implied volatility: 0.48
Historic volatility: 0.33
Parity: 1.26
Time value: 0.67
Break-even: 74.30
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.58%
Delta: 0.77
Theta: -0.02
Omega: 2.69
Rho: 0.29
 

Quote data

Open: 1.900
High: 1.900
Low: 1.830
Previous Close: 1.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.21%
1 Month  
+16.35%
3 Months  
+115.12%
YTD  
+16.35%
1 Year  
+825.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.920 1.810
1M High / 1M Low: 1.920 1.470
6M High / 6M Low: 1.920 0.360
High (YTD): 1/22/2025 1.920
Low (YTD): 1/10/2025 1.470
52W High: 1/22/2025 1.920
52W Low: 1/24/2024 0.200
Avg. price 1W:   1.862
Avg. volume 1W:   0.000
Avg. price 1M:   1.697
Avg. volume 1M:   0.000
Avg. price 6M:   1.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.704
Avg. volume 1Y:   0.000
Volatility 1M:   74.70%
Volatility 6M:   166.64%
Volatility 1Y:   156.11%
Volatility 3Y:   -