BNP Paribas Call 750 LLY 21.06.2024
/ DE000PC5FAV2
BNP Paribas Call 750 LLY 21.06.20.../ DE000PC5FAV2 /
| 2024-06-14 8:34:38 AM |
Chg.+1.29 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.44EUR |
+11.57% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
750.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5FAV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.11 |
| Intrinsic value: |
7.06 |
| Implied volatility: |
2.01 |
| Historic volatility: |
0.27 |
| Parity: |
7.06 |
| Time value: |
5.02 |
| Break-even: |
870.80 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
36.01 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.25% |
| Delta: |
0.68 |
| Theta: |
-6.30 |
| Omega: |
4.65 |
| Rho: |
0.07 |
Quote data
| Open: |
12.44 |
| High: |
12.44 |
| Low: |
12.44 |
| Previous Close: |
11.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.80% |
| 1 Month |
|
|
+287.54% |
| 3 Months |
|
|
+116.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.44 |
9.49 |
| 1M High / 1M Low: |
12.44 |
3.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
