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

Frankfurt Zert./BNP
7/17/2024  10:21:00 AM Chg.+0.020 Bid10:29:09 AM Ask10:29:09 AM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.450
Bid Size: 38,000
0.460
Ask Size: 38,000
LOGITECH N 60.00 CHF 12/19/2025 Put
 

Master data

WKN: PC8HMY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
Strike price: 60.00 CHF
Maturity: 12/19/2025
Issue date: 4/17/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.73
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -2.32
Time value: 0.43
Break-even: 57.35
Moneyness: 0.73
Premium: 0.32
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.16
Theta: -0.01
Omega: -3.10
Rho: -0.25
 

Quote data

Open: 0.440
High: 0.450
Low: 0.440
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month  
+18.42%
3 Months
  -31.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.410
1M High / 1M Low: 0.430 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -