BNP Paribas Call 102 ILMN 21.06.2024
/ DE000PZ1EQ62
BNP Paribas Call 102 ILMN 21.06.2.../ DE000PZ1EQ62 /
| 2024-06-12 12:21:03 PM |
Chg.-0.020 |
Bid2024-06-12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-1.90% |
1.030
Bid Size: 3,000 |
-
Ask Size: - |
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: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
0.99 |
| Time value: |
0.07 |
| Break-even: |
105.57 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.87 |
| Theta: |
-0.12 |
| Omega: |
8.61 |
| Rho: |
0.02 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.030 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.13% |
| 1 Month |
|
|
-12.71% |
| 3 Months |
|
|
-68.31% |
| YTD |
|
|
-76.48% |
| 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: |
|
- |
