BNP Paribas Put 150 CROX 20.09.2024
/ DE000PC5CX03
BNP Paribas Put 150 CROX 20.09.20.../ DE000PC5CX03 /
| 2024-07-24 9:50:28 PM |
Chg.+0.150 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+7.54% |
2.170
Bid Size: 13,000 |
2.190
Ask Size: 13,000 |
Crocs Inc |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC5CX0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.41 |
| Parity: |
1.72 |
| Time value: |
0.30 |
| Break-even: |
118.05 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
-0.71 |
| Theta: |
-0.06 |
| Omega: |
-4.28 |
| Rho: |
-0.17 |
Quote data
| Open: |
2.020 |
| High: |
2.190 |
| Low: |
2.020 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.88% |
| 1 Month |
|
|
+118.37% |
| 3 Months |
|
|
-24.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.860 |
| 1M High / 1M Low: |
2.140 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
