BNP Paribas Call 400 ULTA 20.12.2024
/ DE000PN7E558
BNP Paribas Call 400 ULTA 20.12.2.../ DE000PN7E558 /
| 12/07/2024 08:34:27 |
Chg.+0.23 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.91EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
400.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN7E55 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
1.19 |
| Time value: |
3.45 |
| Break-even: |
413.16 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.62 |
| Theta: |
-0.13 |
| Omega: |
5.09 |
| Rho: |
0.83 |
Quote data
| Open: |
3.91 |
| High: |
3.91 |
| Low: |
3.91 |
| Previous Close: |
3.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.34% |
| 1 Month |
|
|
-1.51% |
| 3 Months |
|
|
-51.61% |
| YTD |
|
|
-66.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.31 |
| 1M High / 1M Low: |
3.97 |
3.02 |
| 6M High / 6M Low: |
17.93 |
3.02 |
| High (YTD): |
14/03/2024 |
17.93 |
| Low (YTD): |
21/06/2024 |
3.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.61% |
| Volatility 6M: |
|
114.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
