BNP Paribas Call 108 ILMN 21.06.2024
/ DE000PZ1EQ54
BNP Paribas Call 108 ILMN 21.06.2.../ DE000PZ1EQ54 /
| 2024-06-11 9:50:26 PM |
Chg.+0.190 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+48.72% |
0.580
Bid Size: 5,173 |
0.600
Ask Size: 5,000 |
Illumina Inc |
108.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1EQ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 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: |
24.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
0.17 |
| Time value: |
0.25 |
| Break-even: |
104.54 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.60 |
| Theta: |
-0.16 |
| Omega: |
14.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.660 |
| Low: |
0.320 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.10% |
| 1 Month |
|
|
-30.12% |
| 3 Months |
|
|
-79.51% |
| YTD |
|
|
-85.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.310 |
| 1M High / 1M Low: |
1.080 |
0.190 |
| 6M High / 6M Low: |
4.190 |
0.190 |
| High (YTD): |
2024-01-30 |
4.190 |
| Low (YTD): |
2024-06-04 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
704.94% |
| Volatility 6M: |
|
306.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
