BNP Paribas Call 105 ILMN 21.06.2024
/ DE000PZ09QC3
BNP Paribas Call 105 ILMN 21.06.2.../ DE000PZ09QC3 /
| 2024-06-14 10:24:31 AM |
Chg.-0.350 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-44.30% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09QC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
0.34 |
| Time value: |
0.11 |
| Break-even: |
102.59 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.73 |
| Theta: |
-0.17 |
| Omega: |
16.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.88% |
| 1 Month |
|
|
-62.71% |
| 3 Months |
|
|
-83.52% |
| YTD |
|
|
-89.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.440 |
| 1M High / 1M Low: |
1.180 |
0.270 |
| 6M High / 6M Low: |
4.470 |
0.270 |
| High (YTD): |
2024-01-30 |
4.470 |
| Low (YTD): |
2024-06-05 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.627 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
693.25% |
| Volatility 6M: |
|
298.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
