BNP Paribas Call 500 LULU 19.12.2.../  DE000PC1JC21  /

EUWAX
2024-11-12  9:06:59 AM Chg.+0.18 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.53EUR +13.33% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 500.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JC2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.14
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -17.03
Time value: 1.56
Break-even: 484.51
Moneyness: 0.64
Premium: 0.62
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 1.30%
Delta: 0.24
Theta: -0.06
Omega: 4.62
Rho: 0.62
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.93%
1 Month  
+84.34%
3 Months  
+155.00%
YTD
  -86.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.35
1M High / 1M Low: 1.68 0.84
6M High / 6M Low: 3.35 0.44
High (YTD): 2024-01-02 11.36
Low (YTD): 2024-08-05 0.44
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.41%
Volatility 6M:   175.10%
Volatility 1Y:   -
Volatility 3Y:   -