BNP Paribas Call 800 LLY 21.06.2024
/ DE000PC5FAX8
BNP Paribas Call 800 LLY 21.06.20.../ DE000PC5FAX8 /
| 2024-06-14 9:50:44 PM |
Chg.-0.310 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
-4.01% |
7.460
Bid Size: 1,000 |
-
Ask Size: - |
ELI LILLY |
800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5FAX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.27 |
| Parity: |
2.06 |
| Time value: |
5.36 |
| Break-even: |
874.20 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
45.91 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.54% |
| Delta: |
0.59 |
| Theta: |
-5.24 |
| Omega: |
6.54 |
| Rho: |
0.07 |
Quote data
| Open: |
7.750 |
| High: |
8.170 |
| Low: |
7.410 |
| Previous Close: |
7.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.35% |
| 1 Month |
|
|
+296.79% |
| 3 Months |
|
|
+124.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.730 |
6.130 |
| 1M High / 1M Low: |
7.730 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.717 |
| Avg. volume 1M: |
|
78.261 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
