BNP Paribas Put 90 LOGN 20.12.2024
/ DE000PC1L4K5
BNP Paribas Put 90 LOGN 20.12.202.../ DE000PC1L4K5 /
09/09/2024 09:14:44 |
Chg.-0.06 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.07EUR |
-2.82% |
- Bid Size: - |
- Ask Size: - |
LOGITECH N |
90.00 CHF |
20/12/2024 |
Put |
Master data
WKN: |
PC1L4K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.47 |
Historic volatility: |
0.31 |
Parity: |
2.04 |
Time value: |
0.11 |
Break-even: |
74.65 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.94% |
Delta: |
-0.79 |
Theta: |
-0.02 |
Omega: |
-2.77 |
Rho: |
-0.23 |
Quote data
Open: |
2.07 |
High: |
2.07 |
Low: |
2.07 |
Previous Close: |
2.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.45% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
+155.56% |
YTD |
|
|
+23.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.65 |
1M High / 1M Low: |
2.13 |
1.38 |
6M High / 6M Low: |
2.24 |
0.77 |
High (YTD): |
05/08/2024 |
2.24 |
Low (YTD): |
13/06/2024 |
0.77 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.91% |
Volatility 6M: |
|
120.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |