BNP Paribas Put 150 CROX 20.09.2024
/ DE000PC5CX03
BNP Paribas Put 150 CROX 20.09.20.../ DE000PC5CX03 /
| 2024-07-04 8:33:08 AM |
Chg.-0.14 |
Bid6:58:51 PM |
Ask6:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-11.76% |
1.08
Bid Size: 4,250 |
1.14
Ask Size: 4,250 |
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: |
-11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
0.19 |
| Time value: |
1.00 |
| Break-even: |
127.10 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.13 |
| Spread %: |
12.26% |
| Delta: |
-0.47 |
| Theta: |
-0.07 |
| Omega: |
-5.42 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
-48.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.11 |
| 1M High / 1M Low: |
1.19 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
