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

EUWAX
02/08/2024  09:54:05 Chg.-0.350 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.880EUR -28.46% -
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: 6.89
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.70
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 0.70
Time value: 0.48
Break-even: 86.11
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.71
Theta: -0.03
Omega: 4.92
Rho: 0.18
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 1.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -50.56%
3 Months
  -5.38%
YTD
  -48.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.11
1M High / 1M Low: 1.79 1.08
6M High / 6M Low: 2.41 0.79
High (YTD): 06/06/2024 2.41
Low (YTD): 23/04/2024 0.79
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.02%
Volatility 6M:   145.59%
Volatility 1Y:   -
Volatility 3Y:   -