BNP Paribas Call 98 ILMN 21.06.2024
/ DE000PZ1EQ70
BNP Paribas Call 98 ILMN 21.06.20.../ DE000PZ1EQ70 /
| 11/06/2024 21:50:22 |
Chg.+0.270 |
Bid21:59:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+23.89% |
1.390
Bid Size: 2,900 |
-
Ask Size: - |
Illumina Inc |
98.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1EQ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 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: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
1.10 |
| Time value: |
0.07 |
| Break-even: |
102.75 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
7.69 |
| Rho: |
0.02 |
Quote data
| Open: |
1.050 |
| High: |
1.500 |
| Low: |
1.030 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.81% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-65.09% |
| YTD |
|
|
-69.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
0.620 |
| 1M High / 1M Low: |
1.790 |
0.590 |
| 6M High / 6M Low: |
4.950 |
0.590 |
| High (YTD): |
30/01/2024 |
4.950 |
| Low (YTD): |
30/05/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.33% |
| Volatility 6M: |
|
185.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
