BNP Paribas Call 150 CROX 20.09.2024
/ DE000PC5CXW9
BNP Paribas Call 150 CROX 20.09.2.../ DE000PC5CXW9 /
| 7/12/2024 9:21:02 AM |
Chg.-0.030 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
0.760
Bid Size: 4,500 |
0.810
Ask Size: 4,500 |
Crocs Inc |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC5CXW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-53.66% |
| 3 Months |
|
|
+4.11% |
| 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: |
|
- |
