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BNP Paribas Put 100 CROX 20.12.20.../  DE000PN60AA0  /

Frankfurt Zert./BNP
10/4/2024  6:50:29 PM Chg.-0.020 Bid10/4/2024 Ask10/4/2024 Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 73,000		 0.130
Ask Size: 73,000		 Crocs Inc 100.00 USD 12/20/2024 Put
 

Master data

WKN: PN60AA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 8/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -83.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.40
Parity: -3.44
Time value: 0.15
Break-even: 89.12
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 2.31
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.09
Theta: -0.03
Omega: -7.23
Rho: -0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -26.67%
3 Months
  -38.89%
YTD
  -93.13%
1 Year
  -95.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.260 0.060
6M High / 6M Low: 0.740 0.060
High (YTD): 1/5/2024 2.040
Low (YTD): 9/26/2024 0.060
52W High: 11/13/2023 2.530
52W Low: 9/26/2024 0.060
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.851
Avg. volume 1Y:   0.000
Volatility 1M:   349.92%
Volatility 6M:   232.96%
Volatility 1Y:   182.14%
Volatility 3Y:   -