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BNP Paribas Put 450 LULU 16.01.20.../  DE000PC1JD20  /

Frankfurt Zert./BNP
05/07/2024  21:50:26 Chg.+0.070 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
14.170EUR +0.50% 14.230
Bid Size: 2,100		 14.260
Ask Size: 2,100		 Lululemon Athletica ... 450.00 USD 16/01/2026 Put
 

Master data

WKN: PC1JD2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.93
Leverage: Yes

Calculated values

Fair value: 14.01
Intrinsic value: 14.01
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 14.01
Time value: 0.25
Break-even: 272.55
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.21%
Delta: -0.66
Theta: -0.01
Omega: -1.28
Rho: -4.97
 

Quote data

Open: 14.050
High: 14.300
Low: 13.980
Previous Close: 14.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.70%
1 Month  
+12.19%
3 Months  
+33.81%
YTD  
+160.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.170 14.020
1M High / 1M Low: 14.270 12.630
6M High / 6M Low: 14.710 5.900
High (YTD): 28/05/2024 14.710
Low (YTD): 02/01/2024 5.610
52W High: - -
52W Low: - -
Avg. price 1W:   14.094
Avg. volume 1W:   0.000
Avg. price 1M:   13.560
Avg. volume 1M:   0.000
Avg. price 6M:   9.720
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   29.50%
Volatility 6M:   70.36%
Volatility 1Y:   -
Volatility 3Y:   -