BNP Paribas Call 82 ILMN 21.06.2024
/ DE000PZ1ERC1
BNP Paribas Call 82 ILMN 21.06.20.../ DE000PZ1ERC1 /
| 2024-06-07 12:08:31 PM |
Chg.+0.80 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+34.78% |
-
Bid Size: - |
-
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: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.37 |
| Parity: |
2.93 |
| Time value: |
0.04 |
| Break-even: |
105.62 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.43 |
| Rho: |
0.03 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.22% |
| 1 Month |
|
|
+6.53% |
| 3 Months |
|
|
-39.45% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
1.92 |
| 1M High / 1M Low: |
3.16 |
1.78 |
| 6M High / 6M Low: |
6.16 |
1.78 |
| High (YTD): |
2024-02-02 |
6.16 |
| Low (YTD): |
2024-05-30 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.25% |
| Volatility 6M: |
|
109.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
