BNP Paribas Call 150 CROX 20.09.2.../  DE000PC5CXW9  /

Frankfurt Zert./BNP
2024-07-11  9:50:42 PM Chg.+0.140 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.790EUR +21.54% -
Bid Size: -
-
Ask Size: -
Crocs Inc 150.00 USD 2024-09-20 Call
 

Master data

WKN: PC5CXW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Call
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: 18.75
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.42
Parity: -0.91
Time value: 0.69
Break-even: 145.36
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.82
Spread abs.: 0.02
Spread %: 2.99%
Delta: 0.42
Theta: -0.07
Omega: 7.81
Rho: 0.09
 

Quote data

Open: 0.660
High: 0.790
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -51.83%
3 Months  
+8.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.650
1M High / 1M Low: 1.890 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   1.252
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -