BNP Paribas Call 110 CROX 16.01.2026
/ DE000PC1LY88
BNP Paribas Call 110 CROX 16.01.2.../ DE000PC1LY88 /
| 2024-05-31 9:16:37 AM |
Chg.+0.30 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.03EUR |
+5.24% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
110.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LY8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.43 |
| Parity: |
4.21 |
| Time value: |
1.81 |
| Break-even: |
161.60 |
| Moneyness: |
1.41 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
1.98 |
| Rho: |
0.96 |
Quote data
| Open: |
6.03 |
| High: |
6.03 |
| Low: |
6.03 |
| Previous Close: |
5.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.82% |
| 1 Month |
|
|
+57.85% |
| 3 Months |
|
|
+60.80% |
| YTD |
|
|
+185.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.03 |
5.39 |
| 1M High / 1M Low: |
6.03 |
3.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-31 |
6.03 |
| Low (YTD): |
2024-01-05 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
