BNP Paribas Call 70 LOGN 20.06.20.../  DE000PC1L4G3  /

Frankfurt Zert./BNP
2024-05-31  4:21:09 PM Chg.-0.030 Bid5:18:00 PM Ask5:18:00 PM Underlying Strike price Expiration date Option type
2.320EUR -1.28% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1L4G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.07
Implied volatility: 0.13
Historic volatility: 0.30
Parity: 2.07
Time value: 0.28
Break-even: 95.01
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.86%
Delta: 0.99
Theta: -0.01
Omega: 3.88
Rho: 0.71
 

Quote data

Open: 2.310
High: 2.340
Low: 2.260
Previous Close: 2.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+129.70%
3 Months  
+43.21%
YTD  
+20.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.350 2.140
1M High / 1M Low: 2.350 1.180
6M High / 6M Low: - -
High (YTD): 2024-05-30 2.350
Low (YTD): 2024-04-30 1.010
52W High: - -
52W Low: - -
Avg. price 1W:   2.224
Avg. volume 1W:   0.000
Avg. price 1M:   1.786
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -