BNP Paribas Call 600 LLY 16.01.2026
/ DE000PC1FJS8
BNP Paribas Call 600 LLY 16.01.20.../ DE000PC1FJS8 /
| 2024-06-07 9:00:08 AM |
Chg.+0.41 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 28.65EUR |
+1.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.16 |
| Intrinsic value: |
18.69 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
18.69 |
| Time value: |
11.24 |
| Break-even: |
899.30 |
| Moneyness: |
1.31 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.07% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
2.10 |
| Rho: |
5.30 |
Quote data
| Open: |
28.65 |
| High: |
28.65 |
| Low: |
28.65 |
| Previous Close: |
28.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
+16.46% |
| 3 Months |
|
|
+12.57% |
| YTD |
|
|
+153.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
28.72 |
27.81 |
| 1M High / 1M Low: |
28.72 |
22.70 |
| 6M High / 6M Low: |
28.72 |
10.62 |
| High (YTD): |
2024-06-05 |
28.72 |
| Low (YTD): |
2024-01-02 |
11.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
28.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
25.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
20.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.65% |
| Volatility 6M: |
|
76.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
