BNP Paribas Call 80 LOGN 19.12.20.../  DE000PC385V1  /

EUWAX
11/15/2024  9:48:06 AM Chg.+0.020 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.530EUR +3.92% -
Bid Size: -
-
Ask Size: -
LOGITECH N 80.00 CHF 12/19/2025 Call
 

Master data

WKN: PC385V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.91
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -1.18
Time value: 0.53
Break-even: 90.80
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.40
Theta: -0.01
Omega: 5.60
Rho: 0.27
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.62%
1 Month
  -32.91%
3 Months
  -49.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.490
1M High / 1M Low: 0.910 0.490
6M High / 6M Low: 2.090 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   1.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.59%
Volatility 6M:   117.81%
Volatility 1Y:   -
Volatility 3Y:   -