BNP Paribas Call 180 CROX 20.12.2024
/ DE000PC61YQ7
BNP Paribas Call 180 CROX 20.12.2.../ DE000PC61YQ7 /
| 2024-06-03 8:57:38 AM |
Chg.-0.02 |
Bid2:32:36 PM |
Ask2:32:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-1.80% |
1.13
Bid Size: 2,655 |
1.18
Ask Size: 2,543 |
Crocs Inc |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC61YQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.43 |
| Parity: |
-2.24 |
| Time value: |
1.10 |
| Break-even: |
176.86 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
5.28 |
| Rho: |
0.26 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.93% |
| 1 Month |
|
|
+109.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.82 |
| 1M High / 1M Low: |
1.11 |
0.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
