BNP Paribas Call 80 CROX 16.01.2026
/ DE000PC2X0N2
BNP Paribas Call 80 CROX 16.01.20.../ DE000PC2X0N2 /
| 2024-06-11 8:33:53 AM |
Chg.+0.64 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.88EUR |
+8.84% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
80.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC2X0N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.54 |
| Intrinsic value: |
6.88 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.43 |
| Parity: |
6.88 |
| Time value: |
1.03 |
| Break-even: |
153.43 |
| Moneyness: |
1.93 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.38% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
1.65 |
| Rho: |
0.82 |
Quote data
| Open: |
7.88 |
| High: |
7.88 |
| Low: |
7.88 |
| Previous Close: |
7.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.68% |
| 1 Month |
|
|
+18.14% |
| 3 Months |
|
|
+45.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.75 |
7.24 |
| 1M High / 1M Low: |
8.00 |
6.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
