BNP Paribas Call 98 ILMN 21.06.2024
/ DE000PZ1EQ70
BNP Paribas Call 98 ILMN 21.06.20.../ DE000PZ1EQ70 /
| 2024-05-17 9:50:23 PM |
Chg.-0.240 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-14.81% |
1.380
Bid Size: 3,400 |
1.400
Ask Size: 3,400 |
Illumina Inc |
98.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1EQ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 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: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
1.20 |
| Time value: |
0.20 |
| Break-even: |
104.17 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
5.98 |
| Rho: |
0.06 |
Quote data
| Open: |
1.650 |
| High: |
1.670 |
| Low: |
1.380 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.83% |
| 1 Month |
|
|
-37.84% |
| 3 Months |
|
|
-69.27% |
| YTD |
|
|
-70.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.380 |
| 1M High / 1M Low: |
2.770 |
1.380 |
| 6M High / 6M Low: |
4.950 |
1.380 |
| High (YTD): |
2024-01-30 |
4.950 |
| Low (YTD): |
2024-05-17 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.93% |
| Volatility 6M: |
|
130.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
