BNP Paribas Call 350 ULTA 17.01.2025
/ DE000PN8ZYM0
BNP Paribas Call 350 ULTA 17.01.2.../ DE000PN8ZYM0 /
| 7/15/2024 9:50:34 AM |
Chg.+0.010 |
Bid9:55:03 AM |
Ask9:55:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.960EUR |
+0.13% |
7.970
Bid Size: 900 |
8.020
Ask Size: 900 |
Ulta Beauty Inc |
350.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN8ZYM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.90 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
5.77 |
| Time value: |
2.21 |
| Break-even: |
400.71 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.78 |
| Theta: |
-0.11 |
| Omega: |
3.70 |
| Rho: |
1.11 |
Quote data
| Open: |
7.970 |
| High: |
7.970 |
| Low: |
7.960 |
| Previous Close: |
7.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.04% |
| 1 Month |
|
|
+20.24% |
| 3 Months |
|
|
-24.98% |
| YTD |
|
|
-47.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.950 |
6.730 |
| 1M High / 1M Low: |
7.950 |
5.710 |
| 6M High / 6M Low: |
21.860 |
5.710 |
| High (YTD): |
3/14/2024 |
21.860 |
| Low (YTD): |
6/20/2024 |
5.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.53% |
| Volatility 6M: |
|
83.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
