BNP Paribas Put 80 LOGN 20.12.2024
/ DE000PN8TND5
BNP Paribas Put 80 LOGN 20.12.202.../ DE000PN8TND5 /
| 09/09/2024 09:49:32 |
Chg.-0.05 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
80.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN8TND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.97 |
| Time value: |
0.23 |
| Break-even: |
73.46 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-4.21 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.37% |
| 1 Month |
|
|
+11.00% |
| 3 Months |
|
|
+177.50% |
| YTD |
|
|
+5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.81 |
| 1M High / 1M Low: |
1.16 |
0.65 |
| 6M High / 6M Low: |
1.40 |
0.38 |
| High (YTD): |
23/04/2024 |
1.40 |
| Low (YTD): |
06/06/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
48.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.85% |
| Volatility 6M: |
|
170.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
