BNP Paribas Call 380 ULTA 20.09.2024
/ DE000PC871B2
BNP Paribas Call 380 ULTA 20.09.2.../ DE000PC871B2 /
| 09/08/2024 21:50:24 |
Chg.-0.110 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-19.64% |
0.430
Bid Size: 6,977 |
0.450
Ask Size: 6,667 |
Ulta Beauty Inc |
380.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC871B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
-5.30 |
| Time value: |
0.45 |
| Break-even: |
352.62 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
3.87 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.18 |
| Theta: |
-0.16 |
| Omega: |
12.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.450 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-89.63% |
| 3 Months |
|
|
-90.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.450 |
| 1M High / 1M Low: |
4.340 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
