BNP Paribas Put 900 LLY 20.09.202.../  DE000PC7ZJA1  /

EUWAX
30/07/2024  08:39:37 Chg.-0.39 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
9.53EUR -3.93% -
Bid Size: -
-
Ask Size: -
ELI LILLY 900.00 - 20/09/2024 Put
 

Master data

WKN: PC7ZJA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ELI LILLY
Type: Warrant
Option type: Put
Strike price: 900.00 -
Maturity: 20/09/2024
Issue date: 09/04/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.79
Leverage: Yes

Calculated values

Fair value: 15.34
Intrinsic value: 15.34
Implied volatility: -
Historic volatility: 0.28
Parity: 15.34
Time value: -5.76
Break-even: 804.20
Moneyness: 1.21
Premium: -0.08
Premium p.a.: -0.43
Spread abs.: 0.02
Spread %: 0.21%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 9.53
High: 9.53
Low: 9.53
Previous Close: 9.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+72.02%
1 Month  
+143.73%
3 Months
  -38.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.92 5.24
1M High / 1M Low: 9.92 2.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.52
Avg. volume 1W:   0.00
Avg. price 1M:   4.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   407.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -