BNP Paribas Put 150 CROX 20.09.2024
/ DE000PC5CX03
BNP Paribas Put 150 CROX 20.09.20.../ DE000PC5CX03 /
| 2024-05-31 9:50:24 PM |
Chg.+0.040 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
0.890
Bid Size: 3,371 |
0.910
Ask Size: 3,297 |
Crocs Inc |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC5CX0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.43 |
| Parity: |
-0.52 |
| Time value: |
0.91 |
| Break-even: |
129.17 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
-0.37 |
| Theta: |
-0.05 |
| Omega: |
-5.84 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.900 |
| High: |
1.010 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-65.81% |
| 3 Months |
|
|
-66.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.890 |
| 1M High / 1M Low: |
2.790 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
