BNP Paribas Call 60 LOGN 20.06.20.../  DE000PC84TA3  /

Frankfurt Zert./BNP
9/26/2024  4:21:09 PM Chg.+0.200 Bid5:19:29 PM Ask5:19:29 PM Underlying Strike price Expiration date Option type
1.880EUR +11.90% -
Bid Size: -
-
Ask Size: -
LOGITECH N 60.00 CHF 6/20/2025 Call
 

Master data

WKN: PC84TA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 6/20/2025
Issue date: 4/30/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.37
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 1.37
Time value: 0.31
Break-even: 80.18
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.85
Theta: -0.01
Omega: 3.90
Rho: 0.36
 

Quote data

Open: 1.780
High: 1.880
Low: 1.780
Previous Close: 1.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.63%
1 Month
  -4.08%
3 Months
  -36.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.640
1M High / 1M Low: 2.050 1.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.712
Avg. volume 1W:   0.000
Avg. price 1M:   1.733
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -