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

EUWAX
8/12/2024  9:43:35 AM Chg.-0.100 Bid9:47:13 AM Ask9:47:13 AM Underlying Strike price Expiration date Option type
0.440EUR -18.52% 0.440
Bid Size: 6,819		 0.500
Ask Size: 6,000		 Ulta Beauty Inc 450.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -11.71
Time value: 0.47
Break-even: 417.06
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.64
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.13
Theta: -0.07
Omega: 8.47
Rho: 0.13
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -77.78%
3 Months
  -83.46%
YTD
  -94.94%
1 Year
  -94.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 2.450 0.480
6M High / 6M Low: 14.490 0.480
High (YTD): 3/14/2024 14.490
Low (YTD): 8/8/2024 0.480
52W High: 3/14/2024 14.490
52W Low: 8/8/2024 0.480
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   1.314
Avg. volume 1M:   0.000
Avg. price 6M:   5.053
Avg. volume 6M:   3.937
Avg. price 1Y:   5.825
Avg. volume 1Y:   1.969
Volatility 1M:   244.39%
Volatility 6M:   164.92%
Volatility 1Y:   138.29%
Volatility 3Y:   -