BNP Paribas Call 115 ILMN 21.06.2024
/ DE000PN8Y9Y0
BNP Paribas Call 115 ILMN 21.06.2.../ DE000PN8Y9Y0 /
| 2024-05-29 9:50:29 PM |
Chg.-0.020 |
Bid9:52:23 PM |
Ask9:52:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.100
Bid Size: 18,900 |
0.120
Ask Size: 18,900 |
Illumina Inc |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y9Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-0.92 |
| Time value: |
0.15 |
| Break-even: |
107.48 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
4.27 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.24 |
| Theta: |
-0.08 |
| Omega: |
15.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.090 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.17% |
| 1 Month |
|
|
-92.57% |
| 3 Months |
|
|
-96.35% |
| YTD |
|
|
-96.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.130 |
| 1M High / 1M Low: |
1.480 |
0.130 |
| 6M High / 6M Low: |
3.680 |
0.130 |
| High (YTD): |
2024-01-30 |
3.680 |
| Low (YTD): |
2024-05-28 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.54% |
| Volatility 6M: |
|
181.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
