BNP Paribas Put 160 CROX 20.09.2024
/ DE000PC7Y773
BNP Paribas Put 160 CROX 20.09.20.../ DE000PC7Y773 /
| 2024-07-24 9:50:27 PM |
Chg.+0.150 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+5.42% |
2.960
Bid Size: 11,500 |
2.980
Ask Size: 11,500 |
Crocs Inc |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC7Y77 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.41 |
| Parity: |
2.65 |
| Time value: |
0.14 |
| Break-even: |
119.57 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
-0.81 |
| Theta: |
-0.04 |
| Omega: |
-3.51 |
| Rho: |
-0.20 |
Quote data
| Open: |
2.800 |
| High: |
2.990 |
| Low: |
2.800 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.15% |
| 1 Month |
|
|
+94.67% |
| 3 Months |
|
|
-19.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.610 |
| 1M High / 1M Low: |
2.920 |
1.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
