BNP Paribas Call 60 LOGN 20.06.2025
/ DE000PC84TA3
BNP Paribas Call 60 LOGN 20.06.20.../ DE000PC84TA3 /
15/11/2024 09:59:18 |
Chg.+0.08 |
Bid15:03:12 |
Ask15:03:12 |
Underlying |
Strike price |
Expiration date |
Option type |
1.40EUR |
+6.06% |
1.38 Bid Size: 25,000 |
1.39 Ask Size: 25,000 |
LOGITECH N |
60.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
PC84TA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
30/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
1.03 |
Time value: |
0.39 |
Break-even: |
78.20 |
Moneyness: |
1.16 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
4.09 |
Rho: |
0.26 |
Quote data
Open: |
1.38 |
High: |
1.40 |
Low: |
1.38 |
Previous Close: |
1.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-31.71% |
3 Months |
|
|
-28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.28 |
1M High / 1M Low: |
2.05 |
1.28 |
6M High / 6M Low: |
3.45 |
1.28 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.37% |
Volatility 6M: |
|
91.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |