BNP Paribas Put 300 LULU 16.01.20.../  DE000PC7Z515  /

EUWAX
08/11/2024  13:50:37 Chg.-0.06 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
4.10EUR -1.44% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 300.00 USD 16/01/2026 Put
 

Master data

WKN: PC7Z51
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 16/01/2026
Issue date: 09/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.63
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -0.80
Time value: 4.34
Break-even: 236.51
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.23%
Delta: -0.35
Theta: -0.05
Omega: -2.35
Rho: -1.73
 

Quote data

Open: 4.08
High: 4.10
Low: 4.08
Previous Close: 4.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.39%
1 Month
  -27.18%
3 Months
  -44.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.16 3.98
1M High / 1M Low: 5.63 3.98
6M High / 6M Low: 8.02 3.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.07
Avg. volume 1W:   0.00
Avg. price 1M:   4.71
Avg. volume 1M:   0.00
Avg. price 6M:   5.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.54%
Volatility 6M:   77.31%
Volatility 1Y:   -
Volatility 3Y:   -