BNP Paribas Put 800 LLY 18.12.2026
/ DE000PG45PC9
BNP Paribas Put 800 LLY 18.12.202.../ DE000PG45PC9 /
10/9/2024 10:13:31 AM |
Chg.-0.47 |
Bid6:10:41 PM |
Ask6:10:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.58EUR |
-4.68% |
9.61 Bid Size: 4,000 |
9.63 Ask Size: 4,000 |
Eli Lilly and Co |
800.00 USD |
12/18/2026 |
Put |
Master data
WKN: |
PG45PC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Eli Lilly and Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 USD |
Maturity: |
12/18/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-10.36 |
Time value: |
9.62 |
Break-even: |
632.69 |
Moneyness: |
0.88 |
Premium: |
0.24 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.21% |
Delta: |
-0.26 |
Theta: |
-0.06 |
Omega: |
-2.24 |
Rho: |
-6.82 |
Quote data
Open: |
9.63 |
High: |
9.63 |
Low: |
9.58 |
Previous Close: |
10.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.02% |
1 Month |
|
|
-7.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.53 |
10.05 |
1M High / 1M Low: |
10.73 |
9.44 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |