BNP Paribas Call 150 CROX 20.09.2024
/ DE000PC5CXW9
BNP Paribas Call 150 CROX 20.09.2.../ DE000PC5CXW9 /
2024-05-31 9:50:31 PM |
Chg.-0.120 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
-7.14% |
1.630 Bid Size: 3,000 |
1.650 Ask Size: 3,000 |
Crocs Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC5CXW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.42 |
Historic volatility: |
0.43 |
Parity: |
0.52 |
Time value: |
1.13 |
Break-even: |
154.77 |
Moneyness: |
1.04 |
Premium: |
0.08 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
1.23% |
Delta: |
0.63 |
Theta: |
-0.06 |
Omega: |
5.46 |
Rho: |
0.22 |
Quote data
Open: |
1.650 |
High: |
1.710 |
Low: |
1.450 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.93% |
1 Month |
|
|
+143.75% |
3 Months |
|
|
+97.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.250 |
1M High / 1M Low: |
1.680 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |