BNP Paribas Put 80 LOGN 20.12.2024
/ DE000PN8TND5
BNP Paribas Put 80 LOGN 20.12.202.../ DE000PN8TND5 /
| 10/11/2024 9:35:19 AM |
Chg.+0.050 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
80.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PN8TND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
0.18 |
| Break-even: |
76.14 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-5.71 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-12.04% |
| 3 Months |
|
|
+39.71% |
| YTD |
|
|
-9.52% |
| 1 Year |
|
|
-51.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.900 |
| 1M High / 1M Low: |
1.080 |
0.730 |
| 6M High / 6M Low: |
1.400 |
0.380 |
| High (YTD): |
4/23/2024 |
1.400 |
| Low (YTD): |
6/6/2024 |
0.380 |
| 52W High: |
10/23/2023 |
2.210 |
| 52W Low: |
6/6/2024 |
0.380 |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.799 |
| Avg. volume 6M: |
|
47.244 |
| Avg. price 1Y: |
|
0.990 |
| Avg. volume 1Y: |
|
23.810 |
| Volatility 1M: |
|
125.78% |
| Volatility 6M: |
|
165.96% |
| Volatility 1Y: |
|
133.09% |
| Volatility 3Y: |
|
- |
