BNP Paribas Call 500 LLY 16.01.2026
/ DE000PC1FJQ2
BNP Paribas Call 500 LLY 16.01.20.../ DE000PC1FJQ2 /
| 2024-06-07 9:50:23 PM |
Chg.+1.510 |
Bid9:57:02 PM |
Ask9:57:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 36.970EUR |
+4.26% |
37.010
Bid Size: 1,000 |
37.030
Ask Size: 1,000 |
ELI LILLY |
500.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1FJQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
32.18 |
| Intrinsic value: |
28.69 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
28.69 |
| Time value: |
8.34 |
| Break-even: |
870.30 |
| Moneyness: |
1.57 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.05% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
1.83 |
| Rho: |
4.94 |
Quote data
| Open: |
35.650 |
| High: |
37.480 |
| Low: |
35.520 |
| Previous Close: |
35.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.35% |
| 1 Month |
|
|
+19.37% |
| 3 Months |
|
|
+24.48% |
| YTD |
|
|
+132.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
36.970 |
35.010 |
| 1M High / 1M Low: |
36.970 |
29.250 |
| 6M High / 6M Low: |
36.970 |
15.040 |
| High (YTD): |
2024-06-07 |
36.970 |
| Low (YTD): |
2024-01-02 |
16.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
35.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
32.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
26.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.20% |
| Volatility 6M: |
|
61.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
