BNP Paribas Call 150 CROX 16.01.2026
/ DE000PC1LZB8
BNP Paribas Call 150 CROX 16.01.2.../ DE000PC1LZB8 /
| 2024-06-11 9:19:32 AM |
Chg.- |
Bid8:25:08 AM |
Ask8:25:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
- |
3.89
Bid Size: 772 |
3.96
Ask Size: 758 |
Crocs Inc |
150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LZB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.43 |
| Parity: |
0.38 |
| Time value: |
3.47 |
| Break-even: |
177.86 |
| Moneyness: |
1.03 |
| Premium: |
0.24 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
2.49 |
| Rho: |
0.92 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.08% |
| 1 Month |
|
|
+26.58% |
| 3 Months |
|
|
+53.01% |
| YTD |
|
|
+225.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.34 |
| 1M High / 1M Low: |
3.94 |
2.89 |
| 6M High / 6M Low: |
3.94 |
0.89 |
| High (YTD): |
2024-05-31 |
3.94 |
| Low (YTD): |
2024-01-08 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.91% |
| Volatility 6M: |
|
131.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
