BNP Paribas Call 700 LLY 21.06.2024
/ DE000PZ1XPZ6
BNP Paribas Call 700 LLY 21.06.20.../ DE000PZ1XPZ6 /
| 2024-05-31 12:54:22 PM |
Chg.+0.83 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.08EUR |
+8.10% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
700.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1XPZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.62 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.27 |
| Parity: |
5.62 |
| Time value: |
5.82 |
| Break-even: |
814.40 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
2.87 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-2.01 |
| Omega: |
4.38 |
| Rho: |
0.21 |
Quote data
| Open: |
11.02 |
| High: |
11.08 |
| Low: |
11.02 |
| Previous Close: |
10.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.43% |
| 1 Month |
|
|
+95.07% |
| 3 Months |
|
|
+31.90% |
| YTD |
|
|
+571.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.08 |
10.13 |
| 1M High / 1M Low: |
11.08 |
5.12 |
| 6M High / 6M Low: |
11.30 |
1.46 |
| High (YTD): |
2024-02-20 |
11.30 |
| Low (YTD): |
2024-01-02 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.57% |
| Volatility 6M: |
|
215.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
