BNP Paribas Call 800 LLY 16.01.2026
/ DE000PC1FJV2
BNP Paribas Call 800 LLY 16.01.20.../ DE000PC1FJV2 /
2024-05-31 8:58:29 AM |
Chg.+0.36 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
16.25EUR |
+2.27% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
800.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1FJV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
-4.38 |
Time value: |
16.54 |
Break-even: |
965.40 |
Moneyness: |
0.95 |
Premium: |
0.28 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
0.12% |
Delta: |
0.61 |
Theta: |
-0.16 |
Omega: |
2.80 |
Rho: |
4.84 |
Quote data
Open: |
16.25 |
High: |
16.25 |
Low: |
16.25 |
Previous Close: |
15.89 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.25% |
1 Month |
|
|
+32.54% |
3 Months |
|
|
+20.55% |
YTD |
|
|
+197.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.25 |
15.78 |
1M High / 1M Low: |
16.25 |
11.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-31 |
16.25 |
Low (YTD): |
2024-01-02 |
5.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
16.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |