BNP Paribas Put 70 LOGN 20.12.2024
/ DE000PN7C6J4
BNP Paribas Put 70 LOGN 20.12.202.../ DE000PN7C6J4 /
09/09/2024 16:21:08 |
Chg.-0.010 |
Bid16:37:53 |
Ask16:37:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
0.460 Bid Size: 38,000 |
0.470 Ask Size: 38,000 |
LOGITECH N |
70.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PN7C6J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
-0.09 |
Time value: |
0.51 |
Break-even: |
69.68 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
-0.42 |
Theta: |
-0.03 |
Omega: |
-6.18 |
Rho: |
-0.10 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+46.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+144.44% |
YTD |
|
|
-29.03% |
1 Year |
|
|
-68.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.300 |
1M High / 1M Low: |
0.450 |
0.250 |
6M High / 6M Low: |
0.740 |
0.180 |
High (YTD): |
01/02/2024 |
0.770 |
Low (YTD): |
13/06/2024 |
0.180 |
52W High: |
20/10/2023 |
1.470 |
52W Low: |
13/06/2024 |
0.180 |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.608 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
184.68% |
Volatility 6M: |
|
187.19% |
Volatility 1Y: |
|
144.11% |
Volatility 3Y: |
|
- |