BNP Paribas Put 900 LLY 18.12.2026
/ DE000PG45PD7
BNP Paribas Put 900 LLY 18.12.202.../ DE000PG45PD7 /
| 2024-11-12 8:09:14 AM |
Chg.-0.48 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.44EUR |
-3.02% |
-
Bid Size: - |
-
Ask Size: - |
Eli Lilly and Co |
900.00 USD |
2026-12-18 |
Put |
Master data
| WKN: |
PG45PD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 USD |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.63 |
| Intrinsic value: |
6.34 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
6.34 |
| Time value: |
9.04 |
| Break-even: |
690.23 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.13% |
| Delta: |
-0.42 |
| Theta: |
-0.05 |
| Omega: |
-2.11 |
| Rho: |
-10.05 |
Quote data
| Open: |
15.44 |
| High: |
15.44 |
| Low: |
15.44 |
| Previous Close: |
15.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.03% |
| 1 Month |
|
|
+13.53% |
| 3 Months |
|
|
+1.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.46 |
15.72 |
| 1M High / 1M Low: |
17.46 |
13.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
