BNP Paribas Call 420 ULTA 20.12.2024
/ DE000PC26CD4
BNP Paribas Call 420 ULTA 20.12.2.../ DE000PC26CD4 /
| 12/07/2024 21:50:22 |
Chg.+0.560 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
+18.24% |
3.640
Bid Size: 2,900 |
3.660
Ask Size: 2,900 |
Ulta Beauty Inc |
420.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC26CD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.65 |
| Time value: |
3.66 |
| Break-even: |
421.69 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
5.66 |
| Rho: |
0.75 |
Quote data
| Open: |
3.030 |
| High: |
3.630 |
| Low: |
3.020 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.62% |
| 1 Month |
|
|
+30.11% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.630 |
2.800 |
| 1M High / 1M Low: |
3.630 |
2.250 |
| 6M High / 6M Low: |
16.220 |
2.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.06% |
| Volatility 6M: |
|
114.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
