BNP Paribas Call 850 LLY 21.06.2024
/ DE000PC5FAZ3
BNP Paribas Call 850 LLY 21.06.20.../ DE000PC5FAZ3 /
| 2024-06-17 8:36:43 AM |
Chg.-0.28 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-7.98% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
850.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5FAZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.27 |
| Parity: |
-2.92 |
| Time value: |
3.01 |
| Break-even: |
880.10 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.42 |
| Theta: |
-5.21 |
| Omega: |
11.44 |
| Rho: |
0.03 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.52% |
| 1 Month |
|
|
+669.05% |
| 3 Months |
|
|
+44.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
1.76 |
| 1M High / 1M Low: |
3.51 |
0.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
478.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
