BNP Paribas Call 82 ILU 20.09.2024
/ DE000PZ1ERN8
BNP Paribas Call 82 ILU 20.09.202.../ DE000PZ1ERN8 /
| 2024-06-18 9:50:36 PM |
Chg.-0.100 |
Bid9:59:27 PM |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-3.52% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
82.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1ERN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.36 |
| Parity: |
1.81 |
| Time value: |
0.94 |
| Break-even: |
109.50 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
2.74 |
| Rho: |
0.10 |
Quote data
| Open: |
2.830 |
| High: |
2.830 |
| Low: |
2.670 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.72% |
| 3 Months |
|
|
-41.45% |
| YTD |
|
|
-55.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.290 |
2.740 |
| 6M High / 6M Low: |
6.490 |
2.190 |
| High (YTD): |
2024-01-30 |
6.490 |
| Low (YTD): |
2024-05-30 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.957 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.67% |
| Volatility 6M: |
|
91.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
