BNP Paribas Call 160 CROX 20.12.2024
/ DE000PC5CXX7
BNP Paribas Call 160 CROX 20.12.2.../ DE000PC5CXX7 /
| 6/3/2024 7:21:01 PM |
Chg.-0.030 |
Bid7:35:01 PM |
Ask7:35:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-1.75% |
1.660
Bid Size: 4,000 |
1.680
Ask Size: 4,000 |
Crocs Inc |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CXX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.43 |
| Parity: |
-0.40 |
| Time value: |
1.79 |
| Break-even: |
165.33 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
4.45 |
| Rho: |
0.34 |
Quote data
| Open: |
1.780 |
| High: |
1.870 |
| Low: |
1.670 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.48% |
| 1 Month |
|
|
+130.14% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.430 |
| 1M High / 1M Low: |
1.820 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
