BNP Paribas Call 120 ILMN 21.06.2024
/ DE000PN8Y9X2
BNP Paribas Call 120 ILMN 21.06.2.../ DE000PN8Y9X2 /
| 2024-05-29 9:50:29 PM |
Chg.-0.010 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-15.63% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y9X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
111.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
-1.38 |
| Time value: |
0.09 |
| Break-even: |
111.46 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
8.38 |
| Spread abs.: |
0.02 |
| Spread %: |
29.85% |
| Delta: |
0.15 |
| Theta: |
-0.06 |
| Omega: |
16.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.047 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-95.46% |
| 3 Months |
|
|
-97.98% |
| YTD |
|
|
-98.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.054 |
| 1M High / 1M Low: |
1.200 |
0.054 |
| 6M High / 6M Low: |
3.340 |
0.054 |
| High (YTD): |
2024-01-30 |
3.340 |
| Low (YTD): |
2024-05-29 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.41% |
| Volatility 6M: |
|
199.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
