BNP Paribas Call 380 ULTA 21.06.2024
/ DE000PN7CPU2
BNP Paribas Call 380 ULTA 21.06.2.../ DE000PN7CPU2 /
| 2024-06-07 8:24:31 AM |
Chg.-0.24 |
Bid5:57:51 PM |
Ask5:57:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-20.17% |
0.99
Bid Size: 3,031 |
1.01
Ask Size: 2,971 |
Ulta Beauty Inc |
380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CPU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.45 |
| Time value: |
0.61 |
| Break-even: |
359.49 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.61 |
| Theta: |
-0.29 |
| Omega: |
20.35 |
| Rho: |
0.08 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.50% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
-94.12% |
| YTD |
|
|
-91.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
1.19 |
| 1M High / 1M Low: |
3.39 |
1.19 |
| 6M High / 6M Low: |
17.70 |
1.19 |
| High (YTD): |
2024-03-14 |
17.70 |
| Low (YTD): |
2024-06-06 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.41% |
| Volatility 6M: |
|
181.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
