BNP Paribas Call 90 ILMN 21.06.2024
/ DE000PZ1EQ96
BNP Paribas Call 90 ILMN 21.06.20.../ DE000PZ1EQ96 /
| 2024-04-29 8:16:19 AM |
Chg.+0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
+3.56% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1EQ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.38 |
| Parity: |
3.01 |
| Time value: |
0.20 |
| Break-even: |
116.16 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
3.22 |
| Rho: |
0.10 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.28% |
| 1 Month |
|
|
-30.89% |
| 3 Months |
|
|
-40.85% |
| YTD |
|
|
-39.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
2.85 |
| 1M High / 1M Low: |
4.20 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-30 |
5.60 |
| Low (YTD): |
2024-04-19 |
2.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
