BNP Paribas Call 85 ILU 20.09.2024
/ DE000PZ1ERM0
BNP Paribas Call 85 ILU 20.09.202.../ DE000PZ1ERM0 /
2024-06-18 9:50:23 PM |
Chg.-0.100 |
Bid9:59:27 PM |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
-3.83% |
- Bid Size: - |
- Ask Size: - |
ILLUMINA INC. D... |
85.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PZ1ERM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ILLUMINA INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.50 |
Intrinsic value: |
1.24 |
Implied volatility: |
1.05 |
Historic volatility: |
0.37 |
Parity: |
1.24 |
Time value: |
1.28 |
Break-even: |
110.20 |
Moneyness: |
1.15 |
Premium: |
0.13 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.02 |
Spread %: |
0.80% |
Delta: |
0.71 |
Theta: |
-0.11 |
Omega: |
2.73 |
Rho: |
0.10 |
Quote data
Open: |
2.600 |
High: |
2.600 |
Low: |
2.450 |
Previous Close: |
2.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+26.13% |
3 Months |
|
|
-52.28% |
YTD |
|
|
-57.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.060 |
1.990 |
6M High / 6M Low: |
6.260 |
1.990 |
High (YTD): |
2024-01-30 |
6.260 |
Low (YTD): |
2024-05-30 |
1.990 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.436 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.80% |
Volatility 6M: |
|
96.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |