BNP Paribas Call 90 ILMN 21.06.2024
/ DE000PZ1EQ96
BNP Paribas Call 90 ILMN 21.06.20.../ DE000PZ1EQ96 /
| 5/21/2024 8:16:16 AM |
Chg.-0.26 |
Bid10:05:13 AM |
Ask10:05:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-12.81% |
1.82
Bid Size: 3,200 |
1.88
Ask Size: 3,200 |
Illumina Inc |
90.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ1EQ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.37 |
| Parity: |
1.71 |
| Time value: |
0.32 |
| Break-even: |
103.17 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.24 |
| Spread %: |
13.41% |
| Delta: |
0.81 |
| Theta: |
-0.12 |
| Omega: |
3.99 |
| Rho: |
0.05 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.91% |
| 1 Month |
|
|
-34.93% |
| 3 Months |
|
|
-63.73% |
| YTD |
|
|
-66.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.03 |
| 1M High / 1M Low: |
3.39 |
2.03 |
| 6M High / 6M Low: |
5.60 |
1.81 |
| High (YTD): |
1/30/2024 |
5.60 |
| Low (YTD): |
5/20/2024 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.39% |
| Volatility 6M: |
|
114.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
