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

EUWAX
28/06/2024  10:06:22 Chg.+0.070 Bid17:20:00 Ask17:20:00 Underlying Strike price Expiration date Option type
0.910EUR +8.33% -
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: 10.46
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.16
Implied volatility: 0.28
Historic volatility: 0.29
Parity: 0.16
Time value: 0.70
Break-even: 96.95
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.61
Theta: -0.02
Omega: 6.38
Rho: 0.22
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.41%
1 Month
  -1.09%
3 Months  
+37.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.840
1M High / 1M Low: 1.240 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   1.000
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -