BNP Paribas Put 100 CROX 20.12.2024
/ DE000PN60AA0
BNP Paribas Put 100 CROX 20.12.20.../ DE000PN60AA0 /
| 2024-06-03 5:50:28 PM |
Chg.-0.030 |
Bid5:53:13 PM |
Ask5:53:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-16.67% |
0.160
Bid Size: 13,000 |
0.200
Ask Size: 13,000 |
Crocs Inc |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN60AA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.43 |
| Parity: |
-5.13 |
| Time value: |
0.19 |
| Break-even: |
90.24 |
| Moneyness: |
0.64 |
| Premium: |
0.37 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-5.38 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.140 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-75.81% |
| 3 Months |
|
|
-77.94% |
| YTD |
|
|
-90.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.620 |
0.170 |
| 6M High / 6M Low: |
2.040 |
0.170 |
| High (YTD): |
2024-01-05 |
2.040 |
| Low (YTD): |
2024-05-30 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.59% |
| Volatility 6M: |
|
130.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
