BNP Paribas Call 550 LLY 16.01.2026
/ DE000PC1FJR0
BNP Paribas Call 550 LLY 16.01.20.../ DE000PC1FJR0 /
| 2024-06-07 9:50:25 PM |
Chg.+1.450 |
Bid9:57:06 PM |
Ask9:57:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 33.330EUR |
+4.55% |
33.380
Bid Size: 1,000 |
33.400
Ask Size: 1,000 |
ELI LILLY |
550.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1FJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
28.03 |
| Intrinsic value: |
23.69 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
23.69 |
| Time value: |
9.71 |
| Break-even: |
884.00 |
| Moneyness: |
1.43 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.06% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
1.96 |
| Rho: |
5.16 |
Quote data
| Open: |
32.060 |
| High: |
33.830 |
| Low: |
31.920 |
| Previous Close: |
31.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
+20.85% |
| 3 Months |
|
|
+25.73% |
| YTD |
|
|
+146.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
33.330 |
31.480 |
| 1M High / 1M Low: |
33.330 |
25.910 |
| 6M High / 6M Low: |
33.330 |
12.700 |
| High (YTD): |
2024-06-07 |
33.330 |
| Low (YTD): |
2024-01-02 |
14.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
32.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
29.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
23.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.52% |
| Volatility 6M: |
|
66.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
