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BNP Paribas Put 500 LULU 16.01.20.../  DE000PC1JD38  /

Frankfurt Zert./BNP
2024-06-21  9:50:41 PM Chg.+0.070 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
17.770EUR +0.40% 17.590
Bid Size: 1,700		 17.610
Ask Size: 1,700		 Lululemon Athletica ... 500.00 USD 2026-01-16 Put
 

Master data

WKN: PC1JD3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 500.00 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: -1.66
Leverage: Yes

Calculated values

Fair value: 17.60
Intrinsic value: 17.60
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 17.60
Time value: 0.01
Break-even: 291.53
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.11%
Delta: -0.68
Theta: -0.01
Omega: -1.13
Rho: -5.88
 

Quote data

Open: 17.560
High: 17.770
Low: 17.480
Previous Close: 17.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.26%
1 Month
  -5.38%
3 Months  
+59.95%
YTD  
+141.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.770 17.290
1M High / 1M Low: 18.930 16.480
6M High / 6M Low: 18.930 7.320
High (YTD): 2024-05-28 18.930
Low (YTD): 2024-01-02 7.560
52W High: - -
52W Low: - -
Avg. price 1W:   17.536
Avg. volume 1W:   0.000
Avg. price 1M:   17.859
Avg. volume 1M:   0.000
Avg. price 6M:   12.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.72%
Volatility 6M:   67.11%
Volatility 1Y:   -
Volatility 3Y:   -