BNP Paribas Call 90 ILMN 21.06.2024
/ DE000PZ1EQ96
BNP Paribas Call 90 ILMN 21.06.20.../ DE000PZ1EQ96 /
| 17/05/2024 08:16:26 |
Chg.-0.06 |
Bid14:44:10 |
Ask14:44:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-2.52% |
2.34
Bid Size: 2,900 |
-
Ask Size: - |
Illumina Inc |
90.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1EQ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
2.25 |
| Time value: |
0.04 |
| Break-even: |
105.71 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.72% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
0.08 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.91% |
| 1 Month |
|
|
-20.55% |
| 3 Months |
|
|
-57.43% |
| YTD |
|
|
-55.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.05 |
| 1M High / 1M Low: |
3.39 |
2.05 |
| 6M High / 6M Low: |
5.60 |
1.78 |
| High (YTD): |
30/01/2024 |
5.60 |
| Low (YTD): |
13/05/2024 |
2.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.63% |
| Volatility 6M: |
|
113.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
