BNP Paribas Put 140 CROX 16.01.2026
/ DE000PC1LZJ1
BNP Paribas Put 140 CROX 16.01.20.../ DE000PC1LZJ1 /
| 2024-06-12 9:22:27 AM |
Chg.-0.01 |
Bid2:38:43 PM |
Ask2:38:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-0.51% |
1.90
Bid Size: 1,579 |
1.96
Ask Size: 1,531 |
Crocs Inc |
140.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.43 |
| Parity: |
-1.35 |
| Time value: |
2.01 |
| Break-even: |
110.26 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-2.06 |
| Rho: |
-0.98 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.31% |
| 1 Month |
|
|
-19.01% |
| 3 Months |
|
|
-35.95% |
| YTD |
|
|
-56.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.97 |
| 1M High / 1M Low: |
2.39 |
1.92 |
| 6M High / 6M Low: |
5.20 |
1.92 |
| High (YTD): |
2024-01-05 |
5.20 |
| Low (YTD): |
2024-06-03 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.72% |
| Volatility 6M: |
|
66.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
