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BNP Paribas Call 300 LLY 21.06.20.../  DE000PC0LSS9  /

Frankfurt Zert./BNP
14/06/2024  21:50:36 Chg.-0.130 Bid21:59:36 Ask- Underlying Strike price Expiration date Option type
54.060EUR -0.24% 54.070
Bid Size: 1,000		 -
Ask Size: -		 ELI LILLY 300.00 - 21/06/2024 Call
 

Master data

WKN: PC0LSS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 21/06/2024
Issue date: 31/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.52
Leverage: Yes

Calculated values

Fair value: 52.08
Intrinsic value: 52.06
Implied volatility: 6.35
Historic volatility: 0.27
Parity: 52.06
Time value: 2.00
Break-even: 840.60
Moneyness: 2.74
Premium: 0.02
Premium p.a.: 3.32
Spread abs.: -0.01
Spread %: -0.02%
Delta: 0.95
Theta: -5.77
Omega: 1.44
Rho: 0.04
 

Quote data

Open: 54.270
High: 54.910
Low: 54.060
Previous Close: 54.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month  
+21.18%
3 Months  
+28.78%
YTD  
+106.26%
1 Year  
+246.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 54.190 52.390
1M High / 1M Low: 54.190 43.360
6M High / 6M Low: 54.190 25.130
High (YTD): 13/06/2024 54.190
Low (YTD): 02/01/2024 27.270
52W High: 13/06/2024 54.190
52W Low: 13/07/2023 13.540
Avg. price 1W:   53.182
Avg. volume 1W:   0.000
Avg. price 1M:   48.372
Avg. volume 1M:   0.000
Avg. price 6M:   40.310
Avg. volume 6M:   0.000
Avg. price 1Y:   31.555
Avg. volume 1Y:   0.000
Volatility 1M:   26.28%
Volatility 6M:   43.70%
Volatility 1Y:   62.63%
Volatility 3Y:   -