BNP Paribas Call 95 CROX 20.09.2024
/ DE000PC39ZQ0
BNP Paribas Call 95 CROX 20.09.20.../ DE000PC39ZQ0 /
2024-08-02 9:50:31 PM |
Chg.-0.750 |
Bid9:58:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.720EUR |
-21.61% |
- Bid Size: - |
- Ask Size: - |
Crocs Inc |
95.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PC39ZQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-08-05 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
3.03 |
Implied volatility: |
- |
Historic volatility: |
0.39 |
Parity: |
3.03 |
Time value: |
-0.31 |
Break-even: |
122.20 |
Moneyness: |
1.32 |
Premium: |
-0.02 |
Premium p.a.: |
-0.33 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.350 |
High: |
3.350 |
Low: |
2.630 |
Previous Close: |
3.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-20.70% |
3 Months |
|
|
-52.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.820 |
2.720 |
6M High / 6M Low: |
6.230 |
2.720 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.301 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.90% |
Volatility 6M: |
|
102.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |