BNP Paribas Call 400 ULTA 20.09.2024
/ DE000PC706U0
BNP Paribas Call 400 ULTA 20.09.2.../ DE000PC706U0 /
| 7/12/2024 9:50:29 PM |
Chg.+0.610 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.110EUR |
+24.40% |
3.120
Bid Size: 2,800 |
3.140
Ask Size: 2,800 |
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: |
12.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
1.19 |
| Time value: |
1.95 |
| Break-even: |
398.16 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
0.63 |
| Theta: |
-0.19 |
| Omega: |
7.56 |
| Rho: |
0.39 |
Quote data
| Open: |
2.430 |
| High: |
3.110 |
| Low: |
2.420 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.83% |
| 1 Month |
|
|
+38.22% |
| 3 Months |
|
|
-53.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.110 |
2.230 |
| 1M High / 1M Low: |
3.110 |
1.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
