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BNP Paribas Call 450 ULTA 20.12.2.../  DE000PN5AW86  /

EUWAX
13/09/2024  09:26:28 Chg.-0.040 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.660EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 Ulta Beauty Inc 450.00 USD 20/12/2024 Call
 

Master data

WKN: PN5AW8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 20/12/2024
Issue date: 26/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.24
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -6.47
Time value: 0.79
Break-even: 414.18
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.07
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.23
Theta: -0.11
Omega: 9.78
Rho: 0.18
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.86%
1 Month
  -43.59%
3 Months
  -67.96%
YTD
  -92.41%
1 Year
  -88.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.660
1M High / 1M Low: 1.460 0.430
6M High / 6M Low: 11.590 0.430
High (YTD): 14/03/2024 14.490
Low (YTD): 02/09/2024 0.430
52W High: 14/03/2024 14.490
52W Low: 02/09/2024 0.430
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.918
Avg. volume 1M:   0.000
Avg. price 6M:   2.829
Avg. volume 6M:   3.906
Avg. price 1Y:   5.250
Avg. volume 1Y:   1.961
Volatility 1M:   288.85%
Volatility 6M:   252.88%
Volatility 1Y:   193.26%
Volatility 3Y:   -