BNP Paribas Call 350 ULTA 21.03.2025
/ DE000PC9W4D9
BNP Paribas Call 350 ULTA 21.03.2.../ DE000PC9W4D9 /
12/07/2024 21:50:33 |
Chg.+0.770 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
8.610EUR |
+9.82% |
8.600 Bid Size: 3,100 |
8.620 Ask Size: 3,100 |
Ulta Beauty Inc |
350.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PC9W4D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.30 |
Intrinsic value: |
5.77 |
Implied volatility: |
0.41 |
Historic volatility: |
0.26 |
Parity: |
5.77 |
Time value: |
2.86 |
Break-even: |
407.21 |
Moneyness: |
1.18 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.23% |
Delta: |
0.77 |
Theta: |
-0.10 |
Omega: |
3.37 |
Rho: |
1.41 |
Quote data
Open: |
7.780 |
High: |
8.610 |
Low: |
7.760 |
Previous Close: |
7.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.65% |
1 Month |
|
|
+9.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.610 |
7.450 |
1M High / 1M Low: |
8.610 |
6.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |