BNP Paribas Call 60 LOGN 19.12.20.../  DE000PC8HMX3  /

EUWAX
17/07/2024  10:34:04 Chg.-0.10 Bid17:20:02 Ask17:20:02 Underlying Strike price Expiration date Option type
2.51EUR -3.83% -
Bid Size: -
-
Ask Size: -
LOGITECH N 60.00 CHF 19/12/2025 Call
 

Master data

WKN: PC8HMX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 19/12/2025
Issue date: 17/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 2.32
Implied volatility: 0.20
Historic volatility: 0.29
Parity: 2.32
Time value: 0.35
Break-even: 88.35
Moneyness: 1.38
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.95
Theta: -0.01
Omega: 3.02
Rho: 0.77
 

Quote data

Open: 2.51
High: 2.51
Low: 2.51
Previous Close: 2.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.38%
1 Month
  -23.94%
3 Months  
+30.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.71 2.59
1M High / 1M Low: 3.30 2.59
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -