BNP Paribas Call 400 ULTA 21.06.2024
/ DE000PN7CPV0
BNP Paribas Call 400 ULTA 21.06.2.../ DE000PN7CPV0 /
2024-06-06 10:20:47 AM |
Chg.-0.030 |
Bid10:26:37 AM |
Ask10:26:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-8.11% |
0.350 Bid Size: 8,572 |
0.400 Ask Size: 7,500 |
Ulta Beauty Inc |
400.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN7CPV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 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: |
89.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-1.18 |
Time value: |
0.40 |
Break-even: |
371.85 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.88 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.31 |
Theta: |
-0.26 |
Omega: |
27.43 |
Rho: |
0.04 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-76.87% |
1 Month |
|
|
-82.38% |
3 Months |
|
|
-97.67% |
YTD |
|
|
-96.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
0.370 |
1M High / 1M Low: |
2.260 |
0.370 |
6M High / 6M Low: |
15.940 |
0.370 |
High (YTD): |
2024-03-14 |
15.940 |
Low (YTD): |
2024-06-05 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.386 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.24% |
Volatility 6M: |
|
171.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |