BNP Paribas Call 800 LLY 20.06.2025
/ DE000PC9XH79
BNP Paribas Call 800 LLY 20.06.20.../ DE000PC9XH79 /
| 2024-06-17 8:23:23 AM |
Chg.-0.01 |
Bid9:28:40 PM |
Ask9:28:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.85EUR |
-0.06% |
17.23
Bid Size: 2,000 |
17.25
Ask Size: 2,000 |
Eli Lilly and Co |
800.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC9XH7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.35 |
| Intrinsic value: |
7.33 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
7.33 |
| Time value: |
9.31 |
| Break-even: |
913.88 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.12% |
| Delta: |
0.71 |
| Theta: |
-0.18 |
| Omega: |
3.48 |
| Rho: |
4.17 |
Quote data
| Open: |
16.85 |
| High: |
16.85 |
| Low: |
16.85 |
| Previous Close: |
16.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.66% |
| 1 Month |
|
|
+63.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.36 |
15.09 |
| 1M High / 1M Low: |
17.36 |
10.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
