BNP Paribas Call 95 LOGN 20.12.20.../  DE000PC2Z128  /

EUWAX
11/10/2024  09:38:21 Chg.-0.003 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.015EUR -16.67% -
Bid Size: -
-
Ask Size: -
LOGITECH N 95.00 CHF 20/12/2024 Call
 

Master data

WKN: PC2Z12
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 95.00 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: 97.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -2.24
Time value: 0.08
Break-even: 102.15
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.92
Spread abs.: 0.06
Spread %: 350.00%
Delta: 0.12
Theta: -0.02
Omega: 11.55
Rho: 0.02
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -37.50%
3 Months
  -94.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.015
1M High / 1M Low: 0.027 0.015
6M High / 6M Low: 0.690 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.89%
Volatility 6M:   264.68%
Volatility 1Y:   -
Volatility 3Y:   -