BNP PARIBAS ARBITRAGE/PUT/ELI LILLY & CO/800/0.01/20.12.24 Share Price

Warrant

P22TD1

NLBNPIT22TD1

Market Closed - Borsa Italiana 21:04:59 28/06/2024 BST
0.286 EUR +0.53% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/ELI LILLY & CO/800/0.01/20.12.24
Current month-49.26%
1 month-54.10%
Date Price Change
28/06/24 0.2745 -3.51%
27/06/24 0.2845 -5.79%
26/06/24 0.302 +3.42%
25/06/24 0.292 -7.01%
24/06/24 0.314 -6.82%

Real-time Borsa Italiana

Last update June 28, 2024 at 09:04 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ELI LILLY AND COMPANY
IssuerLogo Issuer BNP Paribas BNP Paribas
P22TD1
ISINNLBNPIT22TD1
Date issued 08/05/2024
Strike 800 $
Maturity 20/12/2024 (174 Days)
Parity 100 : 1
Emission price-
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.87
Lowest since issue 0.2705
Delta-0.23x
Omega 6.630
Premium15.05x
Gearing29.36x
Moneyness 0.8836
Difference Strike -105.4 $
Difference Strike %-13.17%
Spread 0.03
Spread %9.90%
Theoretical value 0.2880
Implied Volatility 33.44 %
Total Loss Probability 69.81 %
Intrinsic value 0.000000
Present value 0.2880
Break even 769.16 €
Theta-0.01x
Vega0.02x
Rho-0.01x

Company Profile

Eli Lilly and Company is one of the world's leading pharmaceutical groups. Net sales break down by therapeutic field as follows: - endocrinology (57.7%): products for treating osteoporosis, diabetes, and growth problems; - oncology (19.5%); - immunology diseases (11.1%); - neurology (8.4%): primarily drugs used in treating depression and schizophrenia; - other (3.3%). Net sales are distributed geographically as follows: the United States (63.9%), Europe (18.1%), Japan (4.9%), China (4.5%) and other (8.6%).
Sector
-
More about the company

Ratings for Eli Lilly and Company

Trading Rating
Investor Rating
ESG Refinitiv
C+
More Ratings

Consensus: Eli Lilly and Company

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
28
Last Close Price
905.4 USD
Average target price
868.9 USD
Spread / Average Target
-4.03%
Consensus
  1. Stock Market
  2. Warrants
  3. P22TD1 Warrant