BNP Paribas Call 700 LLY 16.01.2026
/ DE000PC1FJU4
BNP Paribas Call 700 LLY 16.01.20.../ DE000PC1FJU4 /
2024-06-07 9:50:24 PM |
Chg.+1.240 |
Bid9:57:06 PM |
Ask9:57:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
23.530EUR |
+5.56% |
23.570 Bid Size: 1,000 |
23.590 Ask Size: 1,000 |
ELI LILLY |
700.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1FJU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.45 |
Intrinsic value: |
8.69 |
Implied volatility: |
0.46 |
Historic volatility: |
0.27 |
Parity: |
8.69 |
Time value: |
14.90 |
Break-even: |
935.90 |
Moneyness: |
1.12 |
Premium: |
0.19 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.08% |
Delta: |
0.72 |
Theta: |
-0.16 |
Omega: |
2.41 |
Rho: |
5.37 |
Quote data
Open: |
22.430 |
High: |
23.970 |
Low: |
22.290 |
Previous Close: |
22.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.57% |
1 Month |
|
|
+25.43% |
3 Months |
|
|
+28.72% |
YTD |
|
|
+194.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
23.530 |
22.080 |
1M High / 1M Low: |
23.530 |
17.310 |
6M High / 6M Low: |
23.530 |
7.390 |
High (YTD): |
2024-06-07 |
23.530 |
Low (YTD): |
2024-01-02 |
8.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
22.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
20.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
15.758 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.83% |
Volatility 6M: |
|
84.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |