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

Frankfurt Zert./BNP
11/13/2024  2:21:15 PM Chg.-0.050 Bid2:30:17 PM Ask2:30:17 PM Underlying Strike price Expiration date Option type
1.410EUR -3.42% 1.420
Bid Size: 28,000
1.430
Ask Size: 28,000
LOGITECH N 60.00 CHF 12/19/2025 Call
 

Master data

WKN: PC8HMX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 12/19/2025
Issue date: 4/17/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.87
Implied volatility: 0.28
Historic volatility: 0.28
Parity: 0.87
Time value: 0.57
Break-even: 78.46
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.76
Theta: -0.01
Omega: 3.83
Rho: 0.45
 

Quote data

Open: 1.450
High: 1.470
Low: 1.410
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month
  -25.79%
3 Months
  -31.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.690 1.460
1M High / 1M Low: 2.170 1.460
6M High / 6M Low: 3.520 1.460
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.548
Avg. volume 1W:   0.000
Avg. price 1M:   1.793
Avg. volume 1M:   0.000
Avg. price 6M:   2.354
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.34%
Volatility 6M:   81.91%
Volatility 1Y:   -
Volatility 3Y:   -