BNP Paribas Call 98 ILMN 21.06.2024
/ DE000PZ1EQ70
BNP Paribas Call 98 ILMN 21.06.20.../ DE000PZ1EQ70 /
| 6/12/2024 9:21:00 AM |
Chg.-0.020 |
Bid9:24:53 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-1.43% |
1.380
Bid Size: 2,174 |
-
Ask Size: - |
Illumina Inc |
98.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ1EQ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
1.400 |
| High: |
1.400 |
| Low: |
1.380 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.33% |
| 1 Month |
|
|
-4.83% |
| 3 Months |
|
|
-61.13% |
| YTD |
|
|
-70.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
0.900 |
| 1M High / 1M Low: |
1.790 |
0.590 |
| 6M High / 6M Low: |
4.950 |
0.590 |
| High (YTD): |
1/30/2024 |
4.950 |
| Low (YTD): |
5/30/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.60% |
| Volatility 6M: |
|
188.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
