BNP Paribas Put 900 LLY 19.12.2025
/ DE000PC7ZJP9
BNP Paribas Put 900 LLY 19.12.202.../ DE000PC7ZJP9 /
| 12/11/2024 08:40:07 |
Chg.+0.07 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.57EUR |
+0.56% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
900.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
PC7ZJP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.37 |
| Intrinsic value: |
11.93 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.27 |
| Parity: |
11.93 |
| Time value: |
0.57 |
| Break-even: |
775.00 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
-0.65 |
| Theta: |
-0.03 |
| Omega: |
-4.06 |
| Rho: |
-6.97 |
Quote data
| Open: |
12.57 |
| High: |
12.57 |
| Low: |
12.57 |
| Previous Close: |
12.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+20.63% |
| 3 Months |
|
|
+3.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.07 |
12.24 |
| 1M High / 1M Low: |
15.07 |
9.71 |
| 6M High / 6M Low: |
17.48 |
9.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.64% |
| Volatility 6M: |
|
97.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
