BNP Paribas Put 110 CROX 20.12.2024
/ DE000PC2X0P7
BNP Paribas Put 110 CROX 20.12.20.../ DE000PC2X0P7 /
| 2024-07-24 9:50:36 PM |
Chg.+0.060 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+12.24% |
0.560
Bid Size: 12,000 |
0.580
Ask Size: 12,000 |
Crocs Inc |
110.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2X0P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
-1.96 |
| Time value: |
0.52 |
| Break-even: |
96.18 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.22 |
| Theta: |
-0.03 |
| Omega: |
-5.01 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.500 |
| High: |
0.560 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
+89.66% |
| 3 Months |
|
|
-42.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.550 |
0.280 |
| 6M High / 6M Low: |
2.050 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.773 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.04% |
| Volatility 6M: |
|
132.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
