BNP Paribas Call 400 ULTA 20.09.2024
/ DE000PC706U0
BNP Paribas Call 400 ULTA 20.09.2.../ DE000PC706U0 /
8/9/2024 9:50:28 PM |
Chg.-0.070 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-21.88% |
0.240 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
Ulta Beauty Inc |
400.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC706U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
113.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.27 |
Parity: |
-7.13 |
Time value: |
0.26 |
Break-even: |
369.04 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
6.31 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.12 |
Theta: |
-0.12 |
Omega: |
13.19 |
Rho: |
0.04 |
Quote data
Open: |
0.300 |
High: |
0.320 |
Low: |
0.250 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.24% |
1 Month |
|
|
-91.96% |
3 Months |
|
|
-93.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.250 |
1M High / 1M Low: |
3.110 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
297.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |