BNP Paribas Call 350 ULTA 16.01.2026
/ DE000PC871D8
BNP Paribas Call 350 ULTA 16.01.2.../ DE000PC871D8 /
2024-09-20 11:50:44 AM |
Chg.-0.170 |
Bid11:59:58 AM |
Ask11:59:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
9.880EUR |
-1.69% |
9.890 Bid Size: 2,200 |
9.960 Ask Size: 2,200 |
Ulta Beauty Inc |
350.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC871D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-05-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.08 |
Intrinsic value: |
4.78 |
Implied volatility: |
0.43 |
Historic volatility: |
0.29 |
Parity: |
4.78 |
Time value: |
5.25 |
Break-even: |
413.94 |
Moneyness: |
1.15 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
0.40% |
Delta: |
0.73 |
Theta: |
-0.08 |
Omega: |
2.64 |
Rho: |
2.18 |
Quote data
Open: |
10.000 |
High: |
10.000 |
Low: |
9.880 |
Previous Close: |
10.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.83% |
1 Month |
|
|
+14.88% |
3 Months |
|
|
+6.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.050 |
8.530 |
1M High / 1M Low: |
10.050 |
7.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |