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BNP Paribas Call 350 ULTA 20.12.2.../  DE000PN8ZYL2  /

Frankfurt Zert./BNP
10/17/2024  11:20:57 AM Chg.+0.090 Bid11:33:37 AM Ask11:33:37 AM Underlying Strike price Expiration date Option type
3.760EUR +2.45% 3.860
Bid Size: 3,900		 3.910
Ask Size: 3,900		 Ulta Beauty Inc 350.00 USD 12/20/2024 Call
 

Master data

WKN: PN8ZYL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 12/20/2024
Issue date: 9/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.14
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 2.14
Time value: 1.63
Break-even: 360.02
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.68
Theta: -0.19
Omega: 6.21
Rho: 0.34
 

Quote data

Open: 3.740
High: 3.810
Low: 3.720
Previous Close: 3.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.48%
1 Month
  -33.92%
3 Months
  -43.71%
YTD
  -74.95%
1 Year
  -56.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.070
1M High / 1M Low: 6.240 3.070
6M High / 6M Low: 9.850 2.270
High (YTD): 3/14/2024 21.660
Low (YTD): 8/12/2024 2.270
52W High: 3/14/2024 21.660
52W Low: 8/12/2024 2.270
Avg. price 1W:   3.510
Avg. volume 1W:   0.000
Avg. price 1M:   4.696
Avg. volume 1M:   0.000
Avg. price 6M:   5.632
Avg. volume 6M:   15.231
Avg. price 1Y:   9.997
Avg. volume 1Y:   7.734
Volatility 1M:   163.00%
Volatility 6M:   167.40%
Volatility 1Y:   133.67%
Volatility 3Y:   -