OverviewChartNewsTraderScreen

BNP Paribas Put 400 LULU 16.01.20.../  DE000PC1JD12  /

Frankfurt Zert./BNP
9/27/2024  11:20:59 AM Chg.+0.030 Bid11:47:02 AM Ask11:47:02 AM Underlying Strike price Expiration date Option type
12.210EUR +0.25% 12.140
Bid Size: 2,400		 12.200
Ask Size: 2,400		 Lululemon Athletica ... 400.00 USD 1/16/2026 Put
 

Master data

WKN: PC1JD1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.96
Leverage: Yes

Calculated values

Fair value: 11.74
Intrinsic value: 11.74
Implied volatility: 0.44
Historic volatility: 0.31
Parity: 11.74
Time value: 0.51
Break-even: 235.38
Moneyness: 1.49
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.09
Spread %: 0.74%
Delta: -0.67
Theta: -0.02
Omega: -1.32
Rho: -3.70
 

Quote data

Open: 12.260
High: 12.330
Low: 12.160
Previous Close: 12.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.55%
1 Month
  -0.25%
3 Months  
+22.47%
YTD  
+214.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.930 12.180
1M High / 1M Low: 14.030 12.020
6M High / 6M Low: 15.480 6.260
High (YTD): 8/5/2024 15.480
Low (YTD): 1/2/2024 4.010
52W High: - -
52W Low: - -
Avg. price 1W:   12.616
Avg. volume 1W:   0.000
Avg. price 1M:   12.906
Avg. volume 1M:   0.000
Avg. price 6M:   10.770
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.16%
Volatility 6M:   58.56%
Volatility 1Y:   -
Volatility 3Y:   -