BNP Paribas Call 700 LULU 16.01.2.../  DE000PC251R3  /

EUWAX
05/07/2024  08:41:17 Chg.+0.040 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.400EUR +11.11% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 700.00 USD 16/01/2026 Call
 

Master data

WKN: PC251R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 16/01/2026
Issue date: 10/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.49
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -37.07
Time value: 0.42
Break-even: 649.99
Moneyness: 0.43
Premium: 1.36
Premium p.a.: 0.75
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.08
Theta: -0.02
Omega: 5.39
Rho: 0.28
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -41.18%
3 Months
  -65.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.680 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -