BNP Paribas Call 600 LLY 16.01.2026
/ DE000PC1FJS8
BNP Paribas Call 600 LLY 16.01.20.../ DE000PC1FJS8 /
2024-05-31 9:50:38 PM |
Chg.+0.210 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
27.280EUR |
+0.78% |
27.480 Bid Size: 1,000 |
27.500 Ask Size: 1,000 |
ELI LILLY |
600.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1FJS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
21.62 |
Intrinsic value: |
15.62 |
Implied volatility: |
0.49 |
Historic volatility: |
0.27 |
Parity: |
15.62 |
Time value: |
11.88 |
Break-even: |
875.00 |
Moneyness: |
1.26 |
Premium: |
0.16 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.07% |
Delta: |
0.78 |
Theta: |
-0.15 |
Omega: |
2.15 |
Rho: |
5.15 |
Quote data
Open: |
27.240 |
High: |
27.700 |
Low: |
26.960 |
Previous Close: |
27.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
+8.64% |
3 Months |
|
|
+8.95% |
YTD |
|
|
+139.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
27.280 |
26.360 |
1M High / 1M Low: |
27.280 |
21.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-31 |
27.280 |
Low (YTD): |
2024-01-02 |
11.980 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
26.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
24.866 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |