BNP Paribas Put 140 CROX 20.12.2024
/ DE000PN60AC6
BNP Paribas Put 140 CROX 20.12.20.../ DE000PN60AC6 /
| 2024-06-03 5:35:15 PM |
Chg.-0.060 |
Bid5:43:49 PM |
Ask5:39:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-6.25% |
0.880
Bid Size: 5,000 |
-
Ask Size: - |
Crocs Inc |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN60AC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.43 |
| Parity: |
-1.44 |
| Time value: |
0.95 |
| Break-even: |
119.50 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
-0.29 |
| Theta: |
-0.03 |
| Omega: |
-4.33 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.880 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-62.03% |
| 3 Months |
|
|
-62.03% |
| YTD |
|
|
-78.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.940 |
| 1M High / 1M Low: |
2.370 |
0.940 |
| 6M High / 6M Low: |
4.950 |
0.940 |
| High (YTD): |
2024-01-05 |
4.950 |
| Low (YTD): |
2024-05-30 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.57% |
| Volatility 6M: |
|
100.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
