BNP Paribas Put 70 LOGN 21.03.202.../  DE000PC7Z4C0  /

Frankfurt Zert./BNP
02/08/2024  16:21:13 Chg.+0.230 Bid17:12:06 Ask17:12:06 Underlying Strike price Expiration date Option type
0.660EUR +53.49% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 21/03/2025 Put
 

Master data

WKN: PC7Z4C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
Strike price: 70.00 CHF
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.79
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.55
Time value: 0.68
Break-even: 67.94
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.49%
Delta: -0.33
Theta: -0.02
Omega: -3.86
Rho: -0.21
 

Quote data

Open: 0.580
High: 0.660
Low: 0.570
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+94.12%
3 Months
  -5.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.430
1M High / 1M Low: 0.660 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -