BNP Paribas Put 1000 LLY 16.01.2026
/ DE000PC7ZJU9
BNP Paribas Put 1000 LLY 16.01.20.../ DE000PC7ZJU9 /
9/6/2024 8:42:07 AM |
Chg.+1.48 |
Bid12:47:29 PM |
Ask12:47:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.88EUR |
+10.28% |
16.40 Bid Size: 2,000 |
16.47 Ask Size: 2,000 |
ELI LILLY |
1,000.00 - |
1/16/2026 |
Put |
Master data
WKN: |
PC7ZJU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,000.00 - |
Maturity: |
1/16/2026 |
Issue date: |
4/9/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
18.80 |
Intrinsic value: |
17.85 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
17.85 |
Time value: |
-2.01 |
Break-even: |
841.60 |
Moneyness: |
1.22 |
Premium: |
-0.02 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.13% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
15.88 |
High: |
15.88 |
Low: |
15.88 |
Previous Close: |
14.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.07% |
1 Month |
|
|
-32.80% |
3 Months |
|
|
-18.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.56 |
13.73 |
1M High / 1M Low: |
24.06 |
13.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
16.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |