BNP Paribas Call 380 ULTA 20.12.2024
/ DE000PC8GT02
BNP Paribas Call 380 ULTA 20.12.2.../ DE000PC8GT02 /
| 12/07/2024 08:39:17 |
Chg.+0.27 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.96EUR |
+5.76% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC8GT0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
3.02 |
| Time value: |
2.74 |
| Break-even: |
406.02 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.70 |
| Theta: |
-0.13 |
| Omega: |
4.57 |
| Rho: |
0.90 |
Quote data
| Open: |
4.96 |
| High: |
4.96 |
| Low: |
4.96 |
| Previous Close: |
4.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.76% |
| 1 Month |
|
|
-0.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.28 |
| 1M High / 1M Low: |
4.99 |
3.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
