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BNP Paribas Call 70 LOGI 21.06.20.../  DE000PE59078  /

EUWAX
2024-05-24  10:08:13 AM Chg.- Bid9:08:30 AM Ask9:08:30 AM Underlying Strike price Expiration date Option type
1.74EUR - -
Bid Size: -		 -
Ask Size: -		 Logitech Internation... 70.00 - 2024-06-21 Call
 

Master data

WKN: PE5907
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Logitech International SA
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-12-02
Last trading day: 2024-05-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.83
Implied volatility: 0.47
Historic volatility: 0.36
Parity: 1.83
Time value: 0.03
Break-even: 88.60
Moneyness: 1.26
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.98
Theta: -0.02
Omega: 4.64
Rho: 0.05
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.78
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+34.88%
1 Month  
+222.22%
3 Months  
+46.22%
YTD  
+19.18%
1 Year  
+324.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.43
1M High / 1M Low: 1.78 0.55
6M High / 6M Low: 1.78 0.46
High (YTD): 2024-05-23 1.78
Low (YTD): 2024-04-23 0.46
52W High: 2024-05-23 1.78
52W Low: 2023-06-26 0.11
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   0.00
Volatility 1M:   401.08%
Volatility 6M:   213.41%
Volatility 1Y:   203.37%
Volatility 3Y:   -