BNP Paribas Put 100 CROX 20.12.2024
/ DE000PN60AA0
BNP Paribas Put 100 CROX 20.12.20.../ DE000PN60AA0 /
| 2024-07-04 7:20:38 PM |
Chg.+0.020 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.180
Bid Size: 10,500 |
0.240
Ask Size: 10,500 |
Crocs Inc |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN60AA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.42 |
| Parity: |
-4.44 |
| Time value: |
0.27 |
| Break-even: |
89.97 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.11 |
| Spread %: |
68.75% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-4.93 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.160 |
| High: |
0.180 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-88.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.210 |
0.140 |
| 6M High / 6M Low: |
2.040 |
0.140 |
| High (YTD): |
2024-01-05 |
2.040 |
| Low (YTD): |
2024-06-19 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.65% |
| Volatility 6M: |
|
140.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
