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

EUWAX
11/10/2024  09:35:34 Chg.-0.040 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.620EUR -6.06% -
Bid Size: -		 -
Ask Size: -		 LOGITECH N 70.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C6G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.60
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.42
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 0.42
Time value: 0.26
Break-even: 81.47
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.70
Theta: -0.03
Omega: 8.14
Rho: 0.09
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.14%
1 Month  
+5.08%
3 Months
  -56.94%
YTD
  -63.95%
1 Year
  -22.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.620
1M High / 1M Low: 0.860 0.590
6M High / 6M Low: 2.410 0.570
High (YTD): 06/06/2024 2.410
Low (YTD): 06/09/2024 0.570
52W High: 06/06/2024 2.410
52W Low: 06/09/2024 0.570
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   1.245
Avg. volume 6M:   0.000
Avg. price 1Y:   1.317
Avg. volume 1Y:   0.000
Volatility 1M:   147.95%
Volatility 6M:   163.45%
Volatility 1Y:   141.83%
Volatility 3Y:   -