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

EUWAX
8/6/2024  10:09:56 AM Chg.-0.020 Bid8/6/2024 Ask8/6/2024 Underlying Strike price Expiration date Option type
0.640EUR -3.03% 0.640
Bid Size: 34,000
0.650
Ask Size: 34,000
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: -11.92
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -1.32
Time value: 0.65
Break-even: 57.80
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 4.84%
Delta: -0.23
Theta: -0.01
Omega: -2.77
Rho: -0.34
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.22%
1 Month  
+68.42%
3 Months  
+14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.430
1M High / 1M Low: 0.660 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.517
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -