BNP Paribas Call 350 ULTA 17.01.2025
/ DE000PN8ZYM0
BNP Paribas Call 350 ULTA 17.01.2.../ DE000PN8ZYM0 /
| 12/07/2024 21:50:22 |
Chg.+0.820 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.950EUR |
+11.50% |
7.950
Bid Size: 3,600 |
7.970
Ask Size: 3,600 |
Ulta Beauty Inc |
350.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| 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: |
7.070 |
| High: |
7.950 |
| Low: |
7.060 |
| Previous Close: |
7.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
+20.09% |
| 3 Months |
|
|
-30.20% |
| YTD |
|
|
-47.80% |
| 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): |
14/03/2024 |
21.860 |
| Low (YTD): |
20/06/2024 |
5.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.35% |
| Volatility 6M: |
|
83.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
