BNP Paribas Call 160 CROX 20.09.2024
/ DE000PC6MGX9
BNP Paribas Call 160 CROX 20.09.2.../ DE000PC6MGX9 /
| 2024-05-31 9:50:28 PM |
Chg.-0.100 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-8.26% |
1.160
Bid Size: 2,587 |
1.180
Ask Size: 2,543 |
Crocs Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC6MGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.43 |
| Parity: |
-0.40 |
| Time value: |
1.18 |
| Break-even: |
159.29 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.52 |
| Theta: |
-0.06 |
| Omega: |
6.27 |
| Rho: |
0.19 |
Quote data
| Open: |
1.180 |
| High: |
1.230 |
| Low: |
1.020 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.72% |
| 1 Month |
|
|
+152.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.850 |
| 1M High / 1M Low: |
1.210 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
