BNP Paribas Put 150 CROX 21.06.2024
/ DE000PN6Z993
BNP Paribas Put 150 CROX 21.06.20.../ DE000PN6Z993 /
| 2024-06-07 9:26:45 AM |
Chg.-0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN6Z99 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.42 |
| Parity: |
0.28 |
| Time value: |
0.22 |
| Break-even: |
133.87 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
-0.60 |
| Theta: |
-0.12 |
| Omega: |
-16.39 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-71.22% |
| 3 Months |
|
|
-84.50% |
| YTD |
|
|
-91.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.210 |
| 1M High / 1M Low: |
1.440 |
0.210 |
| 6M High / 6M Low: |
5.840 |
0.210 |
| High (YTD): |
2024-01-05 |
5.840 |
| Low (YTD): |
2024-06-03 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.17% |
| Volatility 6M: |
|
207.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
