BNP Paribas Call 60 LOGN 20.12.2024
/ DE000PN7C6E5
BNP Paribas Call 60 LOGN 20.12.20.../ DE000PN7C6E5 /
| 11/10/2024 09:35:34 |
Chg.-0.05 |
Bid17:09:14 |
Ask17:09:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-3.33% |
1.51
Bid Size: 21,000 |
1.53
Ask Size: 21,000 |
LOGITECH N |
60.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C6E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.38 |
| Time value: |
0.13 |
| Break-even: |
79.18 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.10 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.61% |
| 1 Month |
|
|
+6.62% |
| 3 Months |
|
|
-38.82% |
| YTD |
|
|
-42.23% |
| 1 Year |
|
|
+12.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.48 |
| 1M High / 1M Low: |
1.74 |
1.36 |
| 6M High / 6M Low: |
3.35 |
1.27 |
| High (YTD): |
06/06/2024 |
3.35 |
| Low (YTD): |
05/08/2024 |
1.27 |
| 52W High: |
06/06/2024 |
3.35 |
| 52W Low: |
23/10/2023 |
1.08 |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.65% |
| Volatility 6M: |
|
120.14% |
| Volatility 1Y: |
|
105.16% |
| Volatility 3Y: |
|
- |
