BNP Paribas Call 88 ILMN 21.06.2024
/ DE000PZ1ERA5
BNP Paribas Call 88 ILMN 21.06.20.../ DE000PZ1ERA5 /
| 2024-05-30 12:21:04 PM |
Chg.-0.050 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-3.57% |
1.350
Bid Size: 3,600 |
1.410
Ask Size: 3,600 |
Illumina Inc |
88.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ERA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 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: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.36 |
| Parity: |
1.27 |
| Time value: |
0.14 |
| Break-even: |
95.57 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
5.69 |
| Rho: |
0.04 |
Quote data
| Open: |
1.280 |
| High: |
1.350 |
| Low: |
1.280 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.64% |
| 1 Month |
|
|
-61.10% |
| 3 Months |
|
|
-73.48% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.400 |
| 1M High / 1M Low: |
3.470 |
1.400 |
| 6M High / 6M Low: |
5.760 |
1.400 |
| High (YTD): |
2024-01-30 |
5.760 |
| Low (YTD): |
2024-05-29 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.23% |
| Volatility 6M: |
|
110.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
