BNP Paribas Call 95 ILMN 21.06.2024
/ DE000PZ09QE9
BNP Paribas Call 95 ILMN 21.06.20.../ DE000PZ09QE9 /
| 6/12/2024 2:21:23 PM |
Chg.-0.010 |
Bid2:38:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
-0.60% |
1.760
Bid Size: 2,800 |
-
Ask Size: - |
Illumina Inc |
95.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ09QE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
1.64 |
| Time value: |
0.02 |
| Break-even: |
105.06 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.05 |
| Omega: |
6.10 |
| Rho: |
0.02 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.640 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.61% |
| 1 Month |
|
|
-0.60% |
| 3 Months |
|
|
-56.08% |
| YTD |
|
|
-65.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.140 |
| 1M High / 1M Low: |
2.030 |
0.760 |
| 6M High / 6M Low: |
5.190 |
0.760 |
| High (YTD): |
1/30/2024 |
5.190 |
| Low (YTD): |
5/30/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.02% |
| Volatility 6M: |
|
166.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
