BNP Paribas Put 800 LLY 21.06.2024
/ DE000PC7ZH46
BNP Paribas Put 800 LLY 21.06.202.../ DE000PC7ZH46 /
| 2024-05-31 9:50:34 PM |
Chg.-0.230 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-15.97% |
1.070
Bid Size: 2,804 |
1.090
Ask Size: 2,753 |
ELI LILLY |
800.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PC7ZH4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
4.38 |
| Time value: |
-3.28 |
| Break-even: |
789.00 |
| Moneyness: |
1.06 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.290 |
| High: |
1.380 |
| Low: |
1.120 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.98% |
| 1 Month |
|
|
-69.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.210 |
| 1M High / 1M Low: |
6.400 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
