BNP Paribas Call 160 CROX 20.09.2024
/ DE000PC6MGX9
BNP Paribas Call 160 CROX 20.09.2.../ DE000PC6MGX9 /
25/07/2024 08:28:44 |
Chg.+0.010 |
Bid19:28:09 |
Ask19:28:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.160 Bid Size: 45,000 |
0.180 Ask Size: 45,000 |
Crocs Inc |
160.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC6MGX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
54.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.41 |
Parity: |
-2.83 |
Time value: |
0.22 |
Break-even: |
149.83 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
3.28 |
Spread abs.: |
0.02 |
Spread %: |
10.00% |
Delta: |
0.18 |
Theta: |
-0.06 |
Omega: |
9.86 |
Rho: |
0.03 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.04% |
1 Month |
|
|
-78.02% |
3 Months |
|
|
-54.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.190 |
1M High / 1M Low: |
0.910 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |