BNP Paribas Call 650 LULU 16.01.2.../  DE000PC1JDJ2  /

Frankfurt Zert./BNP
2024-07-29  9:50:27 PM Chg.+0.020 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.340
Bid Size: 8,824
0.370
Ask Size: 8,109
Lululemon Athletica ... 650.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JDJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 650.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.74
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -36.53
Time value: 0.35
Break-even: 602.42
Moneyness: 0.39
Premium: 1.58
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.08
Theta: -0.02
Omega: 5.13
Rho: 0.21
 

Quote data

Open: 0.330
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -37.04%
3 Months
  -78.21%
YTD
  -94.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.300
1M High / 1M Low: 0.570 0.300
6M High / 6M Low: 5.250 0.300
High (YTD): 2024-01-02 6.440
Low (YTD): 2024-07-25 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   2.116
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.51%
Volatility 6M:   133.19%
Volatility 1Y:   -
Volatility 3Y:   -