BNP Paribas Put 120 CROX 16.01.2026
/ DE000PC1LZH5
BNP Paribas Put 120 CROX 16.01.20.../ DE000PC1LZH5 /
| 2024-06-12 9:22:27 AM |
Chg.0.00 |
Bid4:44:19 PM |
Ask4:44:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
0.00% |
1.20
Bid Size: 3,000 |
1.23
Ask Size: 3,000 |
Crocs Inc |
120.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LZH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.43 |
| Parity: |
-3.22 |
| Time value: |
1.30 |
| Break-even: |
98.73 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-2.26 |
| Rho: |
-0.68 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
-39.42% |
| YTD |
|
|
-60.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.26 |
| 1M High / 1M Low: |
1.56 |
1.23 |
| 6M High / 6M Low: |
3.75 |
1.23 |
| High (YTD): |
2024-01-05 |
3.75 |
| Low (YTD): |
2024-06-03 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.91% |
| Volatility 6M: |
|
71.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
