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

Frankfurt Zert./BNP
2024-06-28  4:21:10 PM Chg.+0.070 Bid5:19:43 PM Ask5:19:43 PM Underlying Strike price Expiration date Option type
3.030EUR +2.36% -
Bid Size: -
-
Ask Size: -
LOGITECH N 60.00 CHF 2025-06-20 Call
 

Master data

WKN: PC84TA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 2025-06-20
Issue date: 2024-04-30
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 3.06
Intrinsic value: 2.76
Implied volatility: 0.17
Historic volatility: 0.29
Parity: 2.76
Time value: 0.22
Break-even: 92.17
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.68%
Delta: 0.99
Theta: -0.01
Omega: 3.00
Rho: 0.58
 

Quote data

Open: 3.030
High: 3.040
Low: 3.000
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.68%
1 Month  
+3.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.030 2.870
1M High / 1M Low: 3.400 2.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.978
Avg. volume 1W:   0.000
Avg. price 1M:   3.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -