BNP Paribas Call 480 ULTA 20.09.2024
/ DE000PC1H227
BNP Paribas Call 480 ULTA 20.09.2.../ DE000PC1H227 /
| 12/07/2024 21:50:29 |
Chg.+0.140 |
Bid21:58:20 |
Ask21:58:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+37.84% |
0.510
Bid Size: 5,883 |
0.530
Ask Size: 5,661 |
Ulta Beauty Inc |
480.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1H22 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 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: |
71.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-6.15 |
| Time value: |
0.53 |
| Break-even: |
445.41 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.19 |
| Theta: |
-0.11 |
| Omega: |
13.22 |
| Rho: |
0.12 |
Quote data
| Open: |
0.350 |
| High: |
0.510 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+121.74% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
-80.75% |
| YTD |
|
|
-91.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.310 |
| 1M High / 1M Low: |
0.510 |
0.200 |
| 6M High / 6M Low: |
10.840 |
0.200 |
| High (YTD): |
14/03/2024 |
10.840 |
| Low (YTD): |
01/07/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.51% |
| Volatility 6M: |
|
204.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
