BNP Paribas Call 420 ULTA 20.12.2024
/ DE000PC26CD4
BNP Paribas Call 420 ULTA 20.12.2.../ DE000PC26CD4 /
| 12/08/2024 09:50:34 |
Chg.-0.020 |
Bid12/08/2024 |
Ask12/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-2.63% |
0.740
Bid Size: 4,055 |
0.790
Ask Size: 3,798 |
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: |
38.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-8.96 |
| Time value: |
0.77 |
| Break-even: |
392.46 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.20 |
| Theta: |
-0.09 |
| Omega: |
7.72 |
| Rho: |
0.19 |
Quote data
| Open: |
0.730 |
| High: |
0.740 |
| Low: |
0.730 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.28% |
| 1 Month |
|
|
-79.61% |
| 3 Months |
|
|
-81.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.760 |
| 1M High / 1M Low: |
3.630 |
0.760 |
| 6M High / 6M Low: |
16.220 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.39% |
| Volatility 6M: |
|
140.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
