BNP Paribas Put 150 CROX 16.01.2026
/ DE000PC1LZK9
BNP Paribas Put 150 CROX 16.01.20.../ DE000PC1LZK9 /
2024-06-11 9:19:34 AM |
Chg.-0.24 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.40EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
Crocs Inc |
150.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC1LZK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 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: |
-5.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.43 |
Parity: |
-0.38 |
Time value: |
2.42 |
Break-even: |
115.16 |
Moneyness: |
0.97 |
Premium: |
0.20 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
1.26% |
Delta: |
-0.33 |
Theta: |
-0.02 |
Omega: |
-1.97 |
Rho: |
-1.15 |
Quote data
Open: |
2.40 |
High: |
2.40 |
Low: |
2.40 |
Previous Close: |
2.64 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.42% |
1 Month |
|
|
-17.81% |
3 Months |
|
|
-35.31% |
YTD |
|
|
-54.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.64 |
2.39 |
1M High / 1M Low: |
2.89 |
2.33 |
6M High / 6M Low: |
5.99 |
2.33 |
High (YTD): |
2024-01-05 |
5.99 |
Low (YTD): |
2024-06-03 |
2.33 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.62% |
Volatility 6M: |
|
62.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |