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

EUWAX
10/11/2024  9:37:43 AM Chg.-0.04 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.85EUR -2.12% -
Bid Size: -
-
Ask Size: -
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: 4.13
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.49
Implied volatility: 0.25
Historic volatility: 0.27
Parity: 1.49
Time value: 0.42
Break-even: 83.11
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.86
Theta: -0.01
Omega: 3.53
Rho: 0.57
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+4.52%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.85
1M High / 1M Low: 2.10 1.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -