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

Frankfurt Zert./BNP
2024-07-08  1:21:07 PM Chg.-0.080 Bid1:25:00 PM Ask1:25:00 PM Underlying Strike price Expiration date Option type
2.830EUR -2.75% 2.840
Bid Size: 20,000
2.860
Ask Size: 20,000
LOGITECH N 60.00 CHF 2025-12-19 Call
 

Master data

WKN: PC8HMX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 2025-12-19
Issue date: 2024-04-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.51
Implied volatility: 0.25
Historic volatility: 0.33
Parity: 2.51
Time value: 0.41
Break-even: 90.99
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.93
Theta: -0.01
Omega: 2.76
Rho: 0.74
 

Quote data

Open: 2.810
High: 2.840
Low: 2.800
Previous Close: 2.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.71%
1 Month
  -19.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.100 2.910
1M High / 1M Low: 3.510 2.910
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.976
Avg. volume 1W:   0.000
Avg. price 1M:   3.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -