BNP Paribas Call 700 LULU 16.01.2.../  DE000PC251R3  /

Frankfurt Zert./BNP
2024-06-21  9:50:31 PM Chg.-0.030 Bid9:56:52 PM Ask9:56:52 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.500
Bid Size: 6,000
0.540
Ask Size: 5,556
Lululemon Athletica ... 700.00 USD 2026-01-16 Call
 

Master data

WKN: PC251R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-10
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.01
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -36.30
Time value: 0.54
Break-even: 660.08
Moneyness: 0.45
Premium: 1.26
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.10
Theta: -0.02
Omega: 5.25
Rho: 0.36
 

Quote data

Open: 0.520
High: 0.530
Low: 0.490
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month
  -16.95%
3 Months
  -75.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.690 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   52.273
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -