BNP Paribas Call 450 ULTA 20.12.2024
/ DE000PN5AW86
BNP Paribas Call 450 ULTA 20.12.2.../ DE000PN5AW86 /
| 12/07/2024 09:28:12 |
Chg.+0.15 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+8.20% |
-
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: |
15.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-3.40 |
| Time value: |
2.48 |
| Break-even: |
437.40 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.43 |
| Theta: |
-0.12 |
| Omega: |
6.55 |
| Rho: |
0.60 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.98% |
| 1 Month |
|
|
-3.88% |
| 3 Months |
|
|
-62.71% |
| YTD |
|
|
-77.22% |
| 1 Year |
|
|
-79.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.58 |
| 1M High / 1M Low: |
2.06 |
1.43 |
| 6M High / 6M Low: |
14.49 |
1.43 |
| High (YTD): |
14/03/2024 |
14.49 |
| Low (YTD): |
21/06/2024 |
1.43 |
| 52W High: |
14/03/2024 |
14.49 |
| 52W Low: |
21/06/2024 |
1.43 |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.26 |
| Avg. volume 6M: |
|
3.94 |
| Avg. price 1Y: |
|
6.38 |
| Avg. volume 1Y: |
|
1.96 |
| Volatility 1M: |
|
131.18% |
| Volatility 6M: |
|
136.87% |
| Volatility 1Y: |
|
120.38% |
| Volatility 3Y: |
|
- |
