BNP Paribas Call 108 ILMN 21.06.2024
/ DE000PZ1EQ54
BNP Paribas Call 108 ILMN 21.06.2.../ DE000PZ1EQ54 /
| 2024-05-30 9:50:29 PM |
Chg.-0.050 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
0.230
Bid Size: 10,200 |
0.250
Ask Size: 10,200 |
Illumina Inc |
108.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1EQ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.36 |
| Parity: |
-0.58 |
| Time value: |
0.27 |
| Break-even: |
102.69 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
3.18 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.35 |
| Theta: |
-0.11 |
| Omega: |
12.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.270 |
| Low: |
0.200 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.74% |
| 1 Month |
|
|
-88.95% |
| 3 Months |
|
|
-94.00% |
| YTD |
|
|
-94.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.260 |
| 1M High / 1M Low: |
1.910 |
0.260 |
| 6M High / 6M Low: |
4.190 |
0.260 |
| High (YTD): |
2024-01-30 |
4.190 |
| Low (YTD): |
2024-05-29 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.00% |
| Volatility 6M: |
|
161.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
