BNP Paribas Call 110 ILMN 21.06.2024
/ DE000PN8Y9Z7
BNP Paribas Call 110 ILMN 21.06.2.../ DE000PN8Y9Z7 /
| 31/05/2024 08:59:46 |
Chg.+0.010 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
110.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN8Y9Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
-0.53 |
| Time value: |
0.27 |
| Break-even: |
104.10 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
3.28 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.36 |
| Theta: |
-0.11 |
| Omega: |
12.82 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.16% |
| 1 Month |
|
|
-90.76% |
| 3 Months |
|
|
-94.88% |
| YTD |
|
|
-95.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.160 |
| 1M High / 1M Low: |
1.830 |
0.160 |
| 6M High / 6M Low: |
4.100 |
0.160 |
| High (YTD): |
30/01/2024 |
4.100 |
| Low (YTD): |
30/05/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.38% |
| Volatility 6M: |
|
163.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
