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BNP Paribas Put 450 LULU 16.01.20.../  DE000PC1JD20  /

Frankfurt Zert./BNP
2024-06-21  9:50:32 PM Chg.+0.040 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
13.510EUR +0.30% 13.360
Bid Size: 2,200		 13.390
Ask Size: 2,200		 Lululemon Athletica ... 450.00 USD 2026-01-16 Put
 

Master data

WKN: PC1JD2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.18
Leverage: Yes

Calculated values

Fair value: 12.92
Intrinsic value: 12.92
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 12.92
Time value: 0.47
Break-even: 286.97
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.22%
Delta: -0.64
Theta: -0.02
Omega: -1.40
Rho: -5.04
 

Quote data

Open: 13.360
High: 13.510
Low: 13.290
Previous Close: 13.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month
  -7.59%
3 Months  
+64.96%
YTD  
+148.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.510 13.170
1M High / 1M Low: 14.710 12.630
6M High / 6M Low: 14.710 5.420
High (YTD): 2024-05-28 14.710
Low (YTD): 2024-01-02 5.610
52W High: - -
52W Low: - -
Avg. price 1W:   13.346
Avg. volume 1W:   0.000
Avg. price 1M:   13.726
Avg. volume 1M:   0.000
Avg. price 6M:   9.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.99%
Volatility 6M:   69.89%
Volatility 1Y:   -
Volatility 3Y:   -