BNP Paribas Call 160 ILU 20.12.2024
/ DE000PN7E3C4
BNP Paribas Call 160 ILU 20.12.20.../ DE000PN7E3C4 /
| 18/06/2024 21:50:33 |
Chg.-0.010 |
Bid21:54:47 |
Ask18/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
160.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN7E3C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
-5.15 |
| Time value: |
0.38 |
| Break-even: |
163.80 |
| Moneyness: |
0.68 |
| Premium: |
0.51 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.20 |
| Theta: |
-0.04 |
| Omega: |
5.76 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
-71.54% |
| YTD |
|
|
-84.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.380 |
0.350 |
| 6M High / 6M Low: |
2.390 |
0.240 |
| High (YTD): |
30/01/2024 |
2.390 |
| Low (YTD): |
30/05/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.65% |
| Volatility 6M: |
|
184.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
