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

Frankfurt Zert./BNP
10/7/2024  9:50:31 PM Chg.-0.240 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
16.280EUR -1.45% 16.340
Bid Size: 1,800		 16.370
Ask Size: 1,800		 Lululemon Athletica ... 450.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.49
Leverage: Yes

Calculated values

Fair value: 16.37
Intrinsic value: 16.37
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 16.37
Time value: 0.16
Break-even: 244.89
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 0.18%
Delta: -0.72
Theta: -0.02
Omega: -1.07
Rho: -4.37
 

Quote data

Open: 16.550
High: 16.910
Low: 16.280
Previous Close: 16.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.93%
1 Month
  -7.76%
3 Months  
+12.20%
YTD  
+199.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.160 16.280
1M High / 1M Low: 18.420 15.400
6M High / 6M Low: 19.830 10.230
High (YTD): 8/5/2024 19.830
Low (YTD): 1/2/2024 5.610
52W High: - -
52W Low: - -
Avg. price 1W:   16.736
Avg. volume 1W:   0.000
Avg. price 1M:   16.791
Avg. volume 1M:   0.000
Avg. price 6M:   14.800
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.44%
Volatility 6M:   51.45%
Volatility 1Y:   -
Volatility 3Y:   -