BNP Paribas Call 120 ILU 20.09.2024
/ DE000PN8Y968
BNP Paribas Call 120 ILU 20.09.20.../ DE000PN8Y968 /
| 18/06/2024 21:50:35 |
Chg.-0.060 |
Bid21:54:55 |
Ask18/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN8Y96 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.36 |
| Parity: |
-1.99 |
| Time value: |
0.68 |
| Break-even: |
126.80 |
| Moneyness: |
0.83 |
| Premium: |
0.27 |
| Premium p.a.: |
2.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.36 |
| Theta: |
-0.08 |
| Omega: |
5.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.630 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.14% |
| 3 Months |
|
|
-71.30% |
| YTD |
|
|
-82.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.050 |
0.660 |
| 6M High / 6M Low: |
3.820 |
0.510 |
| High (YTD): |
30/01/2024 |
3.820 |
| Low (YTD): |
30/05/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
1,333.333 |
| Avg. price 6M: |
|
2.252 |
| Avg. volume 6M: |
|
105.263 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.39% |
| Volatility 6M: |
|
161.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
