BNP Paribas Call 100 CROX 20.09.2024
/ DE000PC39ZR8
BNP Paribas Call 100 CROX 20.09.2.../ DE000PC39ZR8 /
| 2024-05-31 9:50:30 PM |
Chg.-0.170 |
Bid9:58:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.230EUR |
-3.15% |
5.330
Bid Size: 8,500 |
-
Ask Size: - |
Crocs Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39ZR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
5.13 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.43 |
| Parity: |
5.13 |
| Time value: |
0.23 |
| Break-even: |
145.78 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.52 |
| Rho: |
0.25 |
Quote data
| Open: |
5.360 |
| High: |
5.430 |
| Low: |
5.050 |
| Previous Close: |
5.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.73% |
| 1 Month |
|
|
+76.09% |
| 3 Months |
|
|
+70.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.400 |
4.740 |
| 1M High / 1M Low: |
5.400 |
2.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
