BNP Paribas Call 65 LOGN 20.12.2024
/ DE000PN7C6F2
BNP Paribas Call 65 LOGN 20.12.20.../ DE000PN7C6F2 /
10/09/2024 12:21:14 |
Chg.-0.020 |
Bid13:00:29 |
Ask13:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-2.04% |
0.970 Bid Size: 25,000 |
0.980 Ask Size: 25,000 |
LOGITECH N |
65.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
PN7C6F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 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: |
8.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
0.74 |
Time value: |
0.18 |
Break-even: |
78.55 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
6.79 |
Rho: |
0.15 |
Quote data
Open: |
0.960 |
High: |
0.970 |
Low: |
0.940 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.41% |
1 Month |
|
|
-18.64% |
3 Months |
|
|
-64.71% |
YTD |
|
|
-54.07% |
1 Year |
|
|
+11.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
0.940 |
1M High / 1M Low: |
1.530 |
0.940 |
6M High / 6M Low: |
2.810 |
0.940 |
High (YTD): |
07/06/2024 |
2.810 |
Low (YTD): |
06/09/2024 |
0.940 |
52W High: |
07/06/2024 |
2.810 |
52W Low: |
26/09/2023 |
0.770 |
Avg. price 1W: |
|
1.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.805 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.671 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
109.47% |
Volatility 6M: |
|
115.33% |
Volatility 1Y: |
|
110.18% |
Volatility 3Y: |
|
- |