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BNP Paribas Call 350 33L 20.12.20.../  DE000PE9A504  /

EUWAX
2024-06-27  8:43:53 AM Chg.-0.25 Bid11:41:26 AM Ask11:41:26 AM Underlying Strike price Expiration date Option type
1.70EUR -12.82% 1.73
Bid Size: 3,700		 1.77
Ask Size: 3,700		 LULULEMON ATHLETICA ... 350.00 - 2024-12-20 Call
 

Master data

WKN: PE9A50
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LULULEMON ATHLETICA INC.
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.40
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -6.46
Time value: 1.74
Break-even: 367.40
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.34
Theta: -0.10
Omega: 5.53
Rho: 0.38
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.66%
1 Month
  -28.27%
3 Months
  -76.09%
YTD
  -90.11%
1 Year
  -79.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.17 1.95
1M High / 1M Low: 3.68 1.86
6M High / 6M Low: 17.22 1.86
High (YTD): 2024-01-02 16.96
Low (YTD): 2024-06-17 1.86
52W High: 2023-12-20 17.45
52W Low: 2024-06-17 1.86
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   8.84
Avg. volume 6M:   0.00
Avg. price 1Y:   9.48
Avg. volume 1Y:   0.00
Volatility 1M:   235.57%
Volatility 6M:   141.61%
Volatility 1Y:   118.94%
Volatility 3Y:   -