BNP Paribas Call 450 ULTA 20.09.2024
/ DE000PC1H219
BNP Paribas Call 450 ULTA 20.09.2.../ DE000PC1H219 /
| 12/07/2024 21:50:41 |
Chg.+0.280 |
Bid21:58:41 |
Ask21:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+35.00% |
1.090
Bid Size: 2,800 |
1.110
Ask Size: 2,800 |
Ulta Beauty Inc |
450.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1H21 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 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: |
34.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-3.40 |
| Time value: |
1.11 |
| Break-even: |
423.70 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.32 |
| Theta: |
-0.16 |
| Omega: |
11.07 |
| Rho: |
0.21 |
Quote data
| Open: |
0.770 |
| High: |
1.080 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+45.95% |
| 3 Months |
|
|
-72.02% |
| YTD |
|
|
-85.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.690 |
| 1M High / 1M Low: |
1.080 |
0.470 |
| 6M High / 6M Low: |
12.970 |
0.470 |
| High (YTD): |
14/03/2024 |
12.970 |
| Low (YTD): |
01/07/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.04% |
| Volatility 6M: |
|
179.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
