BNP Paribas Call 60 SYF 16.01.2026
/ DE000PC6M929
BNP Paribas Call 60 SYF 16.01.202.../ DE000PC6M929 /
| 1/24/2025 1:25:17 PM |
Chg.-0.010 |
Bid2:10:21 PM |
Ask2:10:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-0.63% |
1.540
Bid Size: 29,000 |
1.670
Ask Size: 29,000 |
Synchrony Financiall |
60.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC6M92 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Synchrony Financiall |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.76 |
| Time value: |
0.88 |
| Break-even: |
76.40 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.86% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.92 |
| Rho: |
0.31 |
Quote data
| Open: |
1.610 |
| High: |
1.610 |
| Low: |
1.590 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.61% |
| 1 Month |
|
|
+19.55% |
| 3 Months |
|
|
+133.82% |
| YTD |
|
|
+19.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.520 |
| 1M High / 1M Low: |
1.620 |
1.220 |
| 6M High / 6M Low: |
1.620 |
0.280 |
| High (YTD): |
1/22/2025 |
1.620 |
| Low (YTD): |
1/10/2025 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.83% |
| Volatility 6M: |
|
184.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |