BNP Paribas Call 95 CROX 20.09.20.../  DE000PC39ZQ0  /

Frankfurt Zert./BNP
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:   -