BNP Paribas Call 120 CROX 16.01.2026
/ DE000PC1LY96
BNP Paribas Call 120 CROX 16.01.2.../ DE000PC1LY96 /
| 2024-05-31 9:16:37 AM |
Chg.+0.30 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.45EUR |
+5.83% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LY9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.43 |
| Parity: |
3.29 |
| Time value: |
2.15 |
| Break-even: |
165.01 |
| Moneyness: |
1.30 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.10 |
| Rho: |
0.97 |
Quote data
| Open: |
5.45 |
| High: |
5.45 |
| Low: |
5.45 |
| Previous Close: |
5.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.86% |
| 1 Month |
|
|
+61.24% |
| 3 Months |
|
|
+64.16% |
| YTD |
|
|
+199.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.45 |
4.83 |
| 1M High / 1M Low: |
5.45 |
3.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-31 |
5.45 |
| Low (YTD): |
2024-01-08 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
