BNP Paribas Call 150 CROX 20.12.2024
/ DE000PN6Z9G8
BNP Paribas Call 150 CROX 20.12.2.../ DE000PN6Z9G8 /
| 03/06/2024 19:21:04 |
Chg.-0.040 |
Bid19:38:34 |
Ask19:38:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-1.85% |
2.100
Bid Size: 4,000 |
2.120
Ask Size: 4,000 |
Crocs Inc |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN6Z9G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.43 |
| Parity: |
0.52 |
| Time value: |
1.73 |
| Break-even: |
160.72 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
4.03 |
| Rho: |
0.37 |
Quote data
| Open: |
2.240 |
| High: |
2.340 |
| Low: |
2.120 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
+123.16% |
| 3 Months |
|
|
+82.76% |
| YTD |
|
|
+404.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.830 |
| 1M High / 1M Low: |
2.280 |
0.950 |
| 6M High / 6M Low: |
2.280 |
0.300 |
| High (YTD): |
30/05/2024 |
2.280 |
| Low (YTD): |
05/01/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.06% |
| Volatility 6M: |
|
242.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
