BNP Paribas Call 70 LOGN 20.12.20.../  DE000PN7C6G0  /

Frankfurt Zert./BNP
11/14/2024  4:21:09 PM Chg.+0.140 Bid5:19:20 PM Ask5:19:20 PM Underlying Strike price Expiration date Option type
0.300EUR +87.50% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C6G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.53
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.28
Parity: -0.18
Time value: 0.18
Break-even: 76.60
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.42
Theta: -0.04
Omega: 16.85
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.350
Low: 0.220
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -63.41%
3 Months
  -67.03%
YTD
  -82.46%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.160
1M High / 1M Low: 0.930 0.160
6M High / 6M Low: 2.350 0.160
High (YTD): 6/7/2024 2.350
Low (YTD): 11/13/2024 0.160
52W High: 6/7/2024 2.350
52W Low: 11/13/2024 0.160
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   1.154
Avg. volume 6M:   0.000
Avg. price 1Y:   1.269
Avg. volume 1Y:   0.000
Volatility 1M:   437.41%
Volatility 6M:   214.44%
Volatility 1Y:   172.86%
Volatility 3Y:   -