BNP Paribas Call 160 CROX 20.09.2024
/ DE000PC6MGX9
BNP Paribas Call 160 CROX 20.09.2.../ DE000PC6MGX9 /
8/29/2024 8:32:04 AM |
Chg.0.000 |
Bid9:21:14 PM |
Ask9:21:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
0.00% |
0.076 Bid Size: 22,000 |
0.096 Ask Size: 22,000 |
Crocs Inc |
160.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC6MGX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
141.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.39 |
Parity: |
-1.52 |
Time value: |
0.09 |
Break-even: |
144.74 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
6.07 |
Spread abs.: |
0.04 |
Spread %: |
71.70% |
Delta: |
0.15 |
Theta: |
-0.07 |
Omega: |
20.54 |
Rho: |
0.01 |
Quote data
Open: |
0.048 |
High: |
0.048 |
Low: |
0.048 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
-76.00% |
3 Months |
|
|
-95.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.073 |
0.027 |
1M High / 1M Low: |
0.230 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.073 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,135.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |