BNP Paribas Call 200 CROX 16.01.2026
/ DE000PC7Y740
BNP Paribas Call 200 CROX 16.01.2.../ DE000PC7Y740 /
| 2024-06-12 8:39:05 AM |
Chg.+0.05 |
Bid3:05:45 PM |
Ask3:05:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+2.34% |
2.31
Bid Size: 1,299 |
2.37
Ask Size: 1,266 |
Crocs Inc |
200.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC7Y74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.43 |
| Parity: |
-4.23 |
| Time value: |
2.20 |
| Break-even: |
208.22 |
| Moneyness: |
0.77 |
| Premium: |
0.45 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
3.10 |
| Rho: |
0.74 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.49% |
| 1 Month |
|
|
+36.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.81 |
| 1M High / 1M Low: |
2.23 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
