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

EUWAX
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:   -