BNP Paribas Call 90 CROX 16.01.2026
/ DE000PC1LY62
BNP Paribas Call 90 CROX 16.01.20.../ DE000PC1LY62 /
| 11/06/2024 09:19:32 |
Chg.+0.63 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.17EUR |
+9.63% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
90.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LY6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.81 |
| Intrinsic value: |
5.95 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.43 |
| Parity: |
5.95 |
| Time value: |
1.26 |
| Break-even: |
155.72 |
| Moneyness: |
1.71 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.42% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
1.76 |
| Rho: |
0.88 |
Quote data
| Open: |
7.17 |
| High: |
7.17 |
| Low: |
7.17 |
| Previous Close: |
6.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.56% |
| 1 Month |
|
|
+19.10% |
| 3 Months |
|
|
+47.53% |
| YTD |
|
|
+152.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.06 |
6.54 |
| 1M High / 1M Low: |
7.32 |
5.88 |
| 6M High / 6M Low: |
7.32 |
2.30 |
| High (YTD): |
31/05/2024 |
7.32 |
| Low (YTD): |
08/01/2024 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.29% |
| Volatility 6M: |
|
94.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
