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BNP Paribas Call 65 LOGN 20.12.20.../  DE000PN7C6F2  /

Frankfurt Zert./BNP
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:   -