BNP Paribas Call 400 ULTA 19.12.2025
/ DE000PC26CE2
BNP Paribas Call 400 ULTA 19.12.2.../ DE000PC26CE2 /
| 12/07/2024 21:50:30 |
Chg.+0.700 |
Bid21:58:40 |
Ask21:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.600EUR |
+8.86% |
8.610
Bid Size: 1,800 |
8.630
Ask Size: 1,800 |
Ulta Beauty Inc |
400.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC26CE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.13 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
1.19 |
| Time value: |
7.43 |
| Break-even: |
452.96 |
| Moneyness: |
1.03 |
| Premium: |
0.20 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
2.90 |
| Rho: |
2.36 |
Quote data
| Open: |
7.830 |
| High: |
8.600 |
| Low: |
7.810 |
| Previous Close: |
7.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.62% |
| 1 Month |
|
|
+15.44% |
| 3 Months |
|
|
-25.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.600 |
7.580 |
| 1M High / 1M Low: |
8.600 |
6.760 |
| 6M High / 6M Low: |
20.890 |
6.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.00% |
| Volatility 6M: |
|
72.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
