BNP Paribas Call 480 ULTA 20.09.2024
/ DE000PC1H227
BNP Paribas Call 480 ULTA 20.09.2.../ DE000PC1H227 /
| 2024-06-05 12:50:37 PM |
Chg.-0.010 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.420
Bid Size: 7,143 |
0.470
Ask Size: 6,383 |
Ulta Beauty Inc |
480.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1H22 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-8.32 |
| Time value: |
0.44 |
| Break-even: |
445.51 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
11.98 |
| Rho: |
0.14 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.26% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-95.70% |
| YTD |
|
|
-92.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.430 |
| 1M High / 1M Low: |
1.100 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-14 |
10.840 |
| Low (YTD): |
2024-06-04 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
