BNP Paribas Call 85 LOGN 20.12.20.../  DE000PC2Z136  /

EUWAX
02/08/2024  09:58:37 Chg.-0.130 Bid17:20:02 Ask17:20:02 Underlying Strike price Expiration date Option type
0.230EUR -36.11% -
Bid Size: -
-
Ask Size: -
LOGITECH N 85.00 CHF 20/12/2024 Call
 

Master data

WKN: PC2Z13
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 20/12/2024
Issue date: 05/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.59
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.89
Time value: 0.36
Break-even: 93.83
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.36
Theta: -0.02
Omega: 8.18
Rho: 0.10
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.30%
1 Month
  -70.13%
3 Months
  -25.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.770 0.310
6M High / 6M Low: 1.240 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.335
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.641
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.68%
Volatility 6M:   203.51%
Volatility 1Y:   -
Volatility 3Y:   -