BNP Paribas Call 520 LULU 19.12.2.../  DE000PC1JC39  /

EUWAX
31/07/2024  09:01:52 Chg.-0.020 Bid16:33:40 Ask16:33:40 Underlying Strike price Expiration date Option type
0.680EUR -2.86% 0.700
Bid Size: 9,200
0.730
Ask Size: 9,200
Lululemon Athletica ... 520.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JC3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.81
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -24.41
Time value: 0.68
Break-even: 487.58
Moneyness: 0.49
Premium: 1.06
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 4.62%
Delta: 0.14
Theta: -0.03
Omega: 4.85
Rho: 0.36
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -44.72%
3 Months
  -79.01%
YTD
  -93.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.600
1M High / 1M Low: 1.240 0.600
6M High / 6M Low: 8.850 0.600
High (YTD): 02/01/2024 10.520
Low (YTD): 26/07/2024 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   3.794
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.24%
Volatility 6M:   132.52%
Volatility 1Y:   -
Volatility 3Y:   -