BNP Paribas Call 420 ULTA 20.09.2024
/ DE000PC1H201
BNP Paribas Call 420 ULTA 20.09.2.../ DE000PC1H201 /
| 12/08/2024 16:05:16 |
Chg.-0.040 |
Bid16:13:44 |
Ask16:13:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.120
Bid Size: 40,600 |
0.140
Ask Size: 40,600 |
Ulta Beauty Inc |
420.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1H20 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
184.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
-8.96 |
| Time value: |
0.16 |
| Break-even: |
386.47 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
11.44 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.08 |
| Theta: |
-0.09 |
| Omega: |
13.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
-94.81% |
| 3 Months |
|
|
-96.00% |
| YTD |
|
|
-98.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
2.120 |
0.140 |
| 6M High / 6M Low: |
15.260 |
0.140 |
| High (YTD): |
14/03/2024 |
15.260 |
| Low (YTD): |
06/08/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.50% |
| Volatility 6M: |
|
202.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
