BNP Paribas Call 75 LOGN 20.12.2024
/ DE000PC2Z144
BNP Paribas Call 75 LOGN 20.12.20.../ DE000PC2Z144 /
| 2024-08-02 9:58:37 AM |
Chg.-0.260 |
Bid3:35:41 PM |
Ask3:35:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-30.59% |
0.530
Bid Size: 38,000 |
0.540
Ask Size: 38,000 |
LOGITECH N |
75.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.17 |
| Time value: |
0.66 |
| Break-even: |
87.91 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
5.94 |
| Rho: |
0.16 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.36% |
| 1 Month |
|
|
-57.86% |
| 3 Months |
|
|
-10.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.770 |
| 1M High / 1M Low: |
1.400 |
0.750 |
| 6M High / 6M Low: |
1.990 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.797 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.94% |
| Volatility 6M: |
|
160.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
