BNP Paribas Put 90 LOGN 20.12.2024
/ DE000PC1L4K5
BNP Paribas Put 90 LOGN 20.12.202.../ DE000PC1L4K5 /
| 10/11/2024 3:48:11 PM |
Chg.+0.03 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+1.65% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
90.00 CHF |
12/20/2024 |
Put |
Master data
| WKN: |
PC1L4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
1.71 |
| Time value: |
0.12 |
| Break-even: |
77.71 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-3.40 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.21% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
+48.00% |
| YTD |
|
|
+10.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.82 |
| 1M High / 1M Low: |
2.01 |
1.56 |
| 6M High / 6M Low: |
2.24 |
0.77 |
| High (YTD): |
8/5/2024 |
2.24 |
| Low (YTD): |
6/13/2024 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.42% |
| Volatility 6M: |
|
112.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
