BNP Paribas Call 500 LLY 16.01.2026
/ DE000PC1FJQ2
BNP Paribas Call 500 LLY 16.01.20.../ DE000PC1FJQ2 /
| 2024-05-31 8:58:29 AM |
Chg.+0.45 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 34.10EUR |
+1.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
29.35 |
| Intrinsic value: |
25.62 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
25.62 |
| Time value: |
8.87 |
| Break-even: |
844.90 |
| Moneyness: |
1.51 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.06% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
1.86 |
| Rho: |
4.83 |
Quote data
| Open: |
34.10 |
| High: |
34.10 |
| Low: |
34.10 |
| Previous Close: |
33.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.80% |
| 1 Month |
|
|
+20.62% |
| 3 Months |
|
|
+15.95% |
| YTD |
|
|
+115.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
34.10 |
33.33 |
| 1M High / 1M Low: |
34.10 |
27.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-31 |
34.10 |
| Low (YTD): |
2024-01-02 |
16.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
33.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
31.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
