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

Frankfurt Zert./BNP
7/31/2024  4:21:27 PM Chg.+0.010 Bid5:19:50 PM Ask5:19:50 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
LOGITECH N 85.00 CHF 12/20/2024 Call
 

Master data

WKN: PC2Z13
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 12/20/2024
Issue date: 1/5/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.24
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.27
Parity: -0.57
Time value: 0.36
Break-even: 93.01
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.40
Theta: -0.02
Omega: 9.41
Rho: 0.12
 

Quote data

Open: 0.370
High: 0.370
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -58.14%
3 Months  
+56.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.860 0.280
6M High / 6M Low: 1.180 0.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.93%
Volatility 6M:   170.84%
Volatility 1Y:   -
Volatility 3Y:   -