It has been discussed a lot (especially here
http://www.bobistheoilguy.com/) that US Castrol oil is not true synthetic. The only true synthetic is German Castrol 0-W30. It can be bought from Amazon:
http://www.amazon.com/Castrol-06244-.../dp/B007G7PUMS . Or at some Autozone stores.
The oil has to be LL-01 certified.
The only one widely available option (read Walmart) is Mobil 1 Euro Formula 0-W40 which is also LL-01 certified.
The oil from the dealer is not German Castrol but some other mix (hydrocracked conventional oil that behaves like synthetic). Europe has stricter laws. And in Germany BMW is using true German Castrol. Whatever BMW is using here can not be called synthetic in Europe.