BNP Paribas Put 90 LOGN 19.12.2025
/ DE000PC38506
BNP Paribas Put 90 LOGN 19.12.202.../ DE000PC38506 /
06/09/2024 16:21:27 |
Chg.+0.060 |
Bid17:16:06 |
Ask17:16:06 |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
+2.53% |
- Bid Size: - |
- Ask Size: - |
LOGITECH N |
90.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC3850 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
1.96 |
Time value: |
0.55 |
Break-even: |
71.05 |
Moneyness: |
1.26 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.40% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-1.68 |
Rho: |
-0.86 |
Quote data
Open: |
2.500 |
High: |
2.500 |
Low: |
2.390 |
Previous Close: |
2.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.71% |
1 Month |
|
|
+2.10% |
3 Months |
|
|
+77.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.430 |
2.110 |
1M High / 1M Low: |
2.430 |
1.970 |
6M High / 6M Low: |
2.540 |
1.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.916 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.50% |
Volatility 6M: |
|
74.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |