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BNP Paribas Call 520 LULU 16.01.2.../  DE000PC1JDF0  /

Frankfurt Zert./BNP
12/11/2024  12:20:57 Chg.-0.020 Bid12:46:01 Ask12:46:01 Underlying Strike price Expiration date Option type
1.420EUR -1.39% 1.410
Bid Size: 3,000		 1.470
Ask Size: 3,000		 Lululemon Athletica ... 520.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JDF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.60
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -18.90
Time value: 1.45
Break-even: 502.16
Moneyness: 0.61
Premium: 0.68
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.22
Theta: -0.05
Omega: 4.63
Rho: 0.62
 

Quote data

Open: 1.430
High: 1.430
Low: 1.420
Previous Close: 1.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.07%
1 Month  
+79.75%
3 Months  
+162.96%
YTD
  -86.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.250
1M High / 1M Low: 1.530 0.870
6M High / 6M Low: 3.160 0.460
High (YTD): 02/01/2024 10.760
Low (YTD): 10/09/2024 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   1.370
Avg. volume 1W:   0.000
Avg. price 1M:   1.177
Avg. volume 1M:   0.000
Avg. price 6M:   1.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.73%
Volatility 6M:   155.78%
Volatility 1Y:   -
Volatility 3Y:   -