BNP Paribas Call 130 CROX 20.09.2024
/ DE000PC39ZW8
BNP Paribas Call 130 CROX 20.09.2.../ DE000PC39ZW8 /
| 2024-06-03 1:47:57 PM |
Chg.+0.02 |
Bid3:32:27 PM |
Ask3:32:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+0.68% |
3.04
Bid Size: 1,125 |
-
Ask Size: - |
Crocs Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39ZW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.43 |
| Parity: |
2.36 |
| Time value: |
0.55 |
| Break-even: |
148.89 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
4.01 |
| Rho: |
0.26 |
Quote data
| Open: |
2.91 |
| High: |
2.94 |
| Low: |
2.91 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.72% |
| 1 Month |
|
|
+117.78% |
| 3 Months |
|
|
+122.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.32 |
| 1M High / 1M Low: |
2.92 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
