BNP Paribas Call 105 CROX 17.01.2025
/ DE000PC39Z05
BNP Paribas Call 105 CROX 17.01.2.../ DE000PC39Z05 /
| 2024-06-03 8:18:21 AM |
Chg.0.00 |
Bid1:31:31 PM |
Ask1:31:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
0.00% |
5.34
Bid Size: 5,000 |
5.40
Ask Size: 5,000 |
Crocs Inc |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39Z0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.67 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.43 |
| Parity: |
4.67 |
| Time value: |
0.64 |
| Break-even: |
149.85 |
| Moneyness: |
1.48 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
2.39 |
| Rho: |
0.46 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.30 |
| Previous Close: |
5.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
+63.58% |
| 3 Months |
|
|
+76.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
4.63 |
| 1M High / 1M Low: |
5.30 |
2.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
