BNP Paribas Call 60 LOGN 20.12.2024
/ DE000PN7C6E5
BNP Paribas Call 60 LOGN 20.12.20.../ DE000PN7C6E5 /
| 2024-05-24 10:07:54 AM |
Chg.-0.03 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-1.05% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
60.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C6E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
2.80 |
| Time value: |
0.15 |
| Break-even: |
89.97 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.33 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.33% |
| 1 Month |
|
|
+84.42% |
| 3 Months |
|
|
+25.66% |
| YTD |
|
|
+13.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.54 |
| 1M High / 1M Low: |
2.87 |
1.54 |
| 6M High / 6M Low: |
2.87 |
1.42 |
| High (YTD): |
2024-05-23 |
2.87 |
| Low (YTD): |
2024-04-23 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.64% |
| Volatility 6M: |
|
107.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
