BNP Paribas Call 82 ILMN 21.06.2024
/ DE000PZ1ERC1
BNP Paribas Call 82 ILMN 21.06.20.../ DE000PZ1ERC1 /
| 2024-06-11 9:50:21 PM |
Chg.+0.290 |
Bid9:59:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
+11.24% |
2.860
Bid Size: 2,800 |
-
Ask Size: - |
Illumina Inc |
82.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ERC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 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: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.37 |
| Parity: |
2.58 |
| Time value: |
0.23 |
| Break-even: |
104.28 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.21 |
| Spread %: |
8.08% |
| Delta: |
0.87 |
| Theta: |
-0.32 |
| Omega: |
3.17 |
| Rho: |
0.02 |
Quote data
| Open: |
2.510 |
| High: |
2.980 |
| Low: |
2.490 |
| Previous Close: |
2.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.05% |
| 1 Month |
|
|
+4.74% |
| 3 Months |
|
|
-46.05% |
| YTD |
|
|
-51.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
1.900 |
| 1M High / 1M Low: |
3.160 |
1.750 |
| 6M High / 6M Low: |
6.270 |
1.750 |
| High (YTD): |
2024-01-30 |
6.270 |
| Low (YTD): |
2024-05-30 |
1.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.61% |
| Volatility 6M: |
|
109.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
