BNP Paribas Put 60 LOGN 19.12.202.../  DE000PC8HMY1  /

Frankfurt Zert./BNP
15/11/2024  16:21:04 Chg.+0.010 Bid17:10:54 Ask17:10:54 Underlying Strike price Expiration date Option type
0.530EUR +1.92% 0.540
Bid Size: 38,000
0.550
Ask Size: 38,000
LOGITECH N 60.00 CHF 19/12/2025 Put
 

Master data

WKN: PC8HMY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 19/12/2025
Issue date: 17/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.29
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -1.03
Time value: 0.52
Break-even: 58.80
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.96%
Delta: -0.25
Theta: -0.01
Omega: -3.58
Rho: -0.26
 

Quote data

Open: 0.530
High: 0.530
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+32.50%
3 Months  
+15.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.590 0.390
6M High / 6M Low: 0.650 0.320
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.95%
Volatility 6M:   106.50%
Volatility 1Y:   -
Volatility 3Y:   -