BNP Paribas Call 110 CROX 20.12.2024
/ DE000PN6Z9D5
BNP Paribas Call 110 CROX 20.12.2.../ DE000PN6Z9D5 /
| 2024-06-03 7:20:48 PM |
Chg.-0.060 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.660EUR |
-1.27% |
4.660
Bid Size: 10,000 |
4.680
Ask Size: 10,000 |
Crocs Inc |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN6Z9D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.43 |
| Parity: |
4.21 |
| Time value: |
0.63 |
| Break-even: |
149.76 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
2.58 |
| Rho: |
0.42 |
Quote data
| Open: |
4.840 |
| High: |
4.980 |
| Low: |
4.660 |
| Previous Close: |
4.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.91% |
| 1 Month |
|
|
+83.46% |
| 3 Months |
|
|
+67.03% |
| YTD |
|
|
+288.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.240 |
| 1M High / 1M Low: |
4.870 |
2.540 |
| 6M High / 6M Low: |
4.870 |
0.890 |
| High (YTD): |
2024-05-30 |
4.870 |
| Low (YTD): |
2024-01-05 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.56% |
| Volatility 6M: |
|
176.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
