BNP Paribas Call 85 ILU 20.09.2024
/ DE000PZ1ERM0
BNP Paribas Call 85 ILU 20.09.202.../ DE000PZ1ERM0 /
| 6/18/2024 9:50:23 PM |
Chg.-0.100 |
Bid9:59:27 PM |
Ask6/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
-3.83% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
85.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/19/2024 |
| 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): |
1/30/2024 |
6.260 |
| Low (YTD): |
5/30/2024 |
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: |
|
- |
