BNP Paribas Call 85 LOGN 20.12.2024
/ DE000PC2Z136
BNP Paribas Call 85 LOGN 20.12.20.../ DE000PC2Z136 /
| 2024-07-09 10:39:11 AM |
Chg.+0.040 |
Bid11:20:22 AM |
Ask11:20:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.700
Bid Size: 32,000 |
0.710
Ask Size: 32,000 |
LOGITECH N |
85.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z13 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
0.02 |
| Time value: |
0.70 |
| Break-even: |
94.70 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
7.01 |
| Rho: |
0.19 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.700 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-40.17% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
1.190 |
0.660 |
| 6M High / 6M Low: |
1.240 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.28% |
| Volatility 6M: |
|
201.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
