BNP Paribas Call 720 LLY 21.06.2024
/ DE000PC251G6
BNP Paribas Call 720 LLY 21.06.20.../ DE000PC251G6 /
| 2024-06-14 9:50:40 PM |
Chg.-0.270 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.880EUR |
-1.78% |
14.910
Bid Size: 1,000 |
-
Ask Size: - |
ELI LILLY |
720.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC251G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.10 |
| Intrinsic value: |
10.06 |
| Implied volatility: |
2.28 |
| Historic volatility: |
0.27 |
| Parity: |
10.06 |
| Time value: |
4.82 |
| Break-even: |
868.80 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
31.18 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.20% |
| Delta: |
0.72 |
| Theta: |
-6.72 |
| Omega: |
3.99 |
| Rho: |
0.07 |
Quote data
| Open: |
15.180 |
| High: |
15.640 |
| Low: |
14.860 |
| Previous Close: |
15.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.07% |
| 1 Month |
|
|
+122.75% |
| 3 Months |
|
|
+117.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.150 |
13.450 |
| 1M High / 1M Low: |
15.150 |
5.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
