BNP Paribas Put 1000 LLY 19.12.2025
/ DE000PC7ZJQ7
BNP Paribas Put 1000 LLY 19.12.20.../ DE000PC7ZJQ7 /
| 17/07/2024 08:40:33 |
Chg.+0.75 |
Bid18:46:14 |
Ask18:46:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.50EUR |
+5.45% |
15.36
Bid Size: 4,000 |
15.38
Ask Size: 4,000 |
ELI LILLY |
1,000.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
PC7ZJQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,000.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.15 |
| Intrinsic value: |
13.63 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
13.63 |
| Time value: |
0.64 |
| Break-even: |
857.30 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.14% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-3.60 |
| Rho: |
-9.36 |
Quote data
| Open: |
14.50 |
| High: |
14.50 |
| Low: |
14.50 |
| Previous Close: |
13.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.62% |
| 1 Month |
|
|
-14.76% |
| 3 Months |
|
|
-43.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.79 |
13.75 |
| 1M High / 1M Low: |
17.01 |
13.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
