BNP Paribas Call 70 LOGN 19.12.20.../  DE000PC385U3  /

EUWAX
2024-07-31  9:58:40 AM Chg.+0.11 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.73EUR +6.79% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 2025-12-19 Call
 

Master data

WKN: PC385U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.88
Implied volatility: 0.26
Historic volatility: 0.27
Parity: 0.88
Time value: 0.78
Break-even: 89.93
Moneyness: 1.12
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.76
Theta: -0.01
Omega: 3.74
Rho: 0.63
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.89%
1 Month
  -28.81%
3 Months
  -5.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.60
1M High / 1M Low: 2.35 1.60
6M High / 6M Low: 2.77 1.19
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.69%
Volatility 6M:   102.76%
Volatility 1Y:   -
Volatility 3Y:   -