BNP Paribas Put 100 CROX 20.09.2024
/ DE000PC39Z47
BNP Paribas Put 100 CROX 20.09.20.../ DE000PC39Z47 /
| 2024-06-07 9:50:40 PM |
Chg.+0.001 |
Bid9:57:20 PM |
Ask9:57:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+1.54% |
0.066
Bid Size: 13,000 |
0.091
Ask Size: 13,000 |
Crocs Inc |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC39Z4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-149.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
-4.35 |
| Time value: |
0.09 |
| Break-even: |
91.67 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.03 |
| Spread %: |
37.88% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-7.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.068 |
| Low: |
0.057 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
-61.18% |
| 3 Months |
|
|
-86.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.053 |
| 1M High / 1M Low: |
0.170 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
