BNP Paribas Call 65 LOGN 20.12.2024
/ DE000PN7C6F2
BNP Paribas Call 65 LOGN 20.12.20.../ DE000PN7C6F2 /
| 2024-07-08 10:18:37 AM |
Chg.-0.13 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-5.91% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
65.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C6F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
1.99 |
| Time value: |
0.21 |
| Break-even: |
88.94 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.57 |
| Rho: |
0.26 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.07 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.66% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
+16.95% |
| YTD |
|
|
-1.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.20 |
| 1M High / 1M Low: |
2.83 |
2.20 |
| 6M High / 6M Low: |
2.87 |
1.08 |
| High (YTD): |
2024-06-06 |
2.87 |
| Low (YTD): |
2024-04-23 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.62% |
| Volatility 6M: |
|
123.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
