BNP Paribas Call 102 ILMN 21.06.2024
/ DE000PZ1EQ62
BNP Paribas Call 102 ILMN 21.06.2.../ DE000PZ1EQ62 /
| 2024-06-11 9:50:23 PM |
Chg.+0.250 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+31.25% |
1.040
Bid Size: 3,100 |
1.060
Ask Size: 3,100 |
Illumina Inc |
102.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1EQ6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
0.73 |
| Time value: |
0.10 |
| Break-even: |
103.07 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
10.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
1.150 |
| Low: |
0.710 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.35% |
| 1 Month |
|
|
-11.02% |
| 3 Months |
|
|
-67.69% |
| YTD |
|
|
-76.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.620 |
| 1M High / 1M Low: |
1.490 |
0.400 |
| 6M High / 6M Low: |
4.640 |
0.400 |
| High (YTD): |
2024-01-30 |
4.640 |
| Low (YTD): |
2024-06-04 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.98% |
| Volatility 6M: |
|
227.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
