BNP Paribas Call 780 LLY 21.03.2025
/ DE000PC9XHZ3
BNP Paribas Call 780 LLY 21.03.20.../ DE000PC9XHZ3 /
| 2024-06-17 8:23:28 AM |
Chg.+0.17 |
Bid8:57:42 PM |
Ask8:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.39EUR |
+1.05% |
16.71
Bid Size: 2,000 |
16.73
Ask Size: 2,000 |
Eli Lilly and Co |
780.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9XHZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.16 |
| Intrinsic value: |
9.20 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
9.20 |
| Time value: |
6.98 |
| Break-even: |
890.59 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.12% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
3.72 |
| Rho: |
3.34 |
Quote data
| Open: |
16.39 |
| High: |
16.39 |
| Low: |
16.39 |
| Previous Close: |
16.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
+73.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.76 |
14.45 |
| 1M High / 1M Low: |
16.76 |
9.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
