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: |
|
- |