BNP Paribas Put 90 LOGN 20.06.2025
/ DE000PC1L4N9
BNP Paribas Put 90 LOGN 20.06.202.../ DE000PC1L4N9 /
| 14/11/2024 09:16:54 |
Chg.-0.06 |
Bid11:07:45 |
Ask11:07:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-2.48% |
2.28
Bid Size: 23,000 |
2.30
Ask Size: 23,000 |
LOGITECH N |
90.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PC1L4N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
2.32 |
| Time value: |
0.17 |
| Break-even: |
71.27 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-2.13 |
| Rho: |
-0.47 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.16% |
| 1 Month |
|
|
+21.65% |
| 3 Months |
|
|
+26.20% |
| YTD |
|
|
+24.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.18 |
| 1M High / 1M Low: |
2.35 |
1.61 |
| 6M High / 6M Low: |
2.40 |
1.08 |
| High (YTD): |
05/08/2024 |
2.40 |
| Low (YTD): |
13/06/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.46% |
| Volatility 6M: |
|
89.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
