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BNP Paribas Call 80 LOGI 21.06.20.../  DE000PE7M3U5  /

EUWAX
2024-05-27  10:08:03 AM Chg.0.000 Bid1:54:16 PM Ask1:54:16 PM Underlying Strike price Expiration date Option type
0.770EUR 0.00% 0.830
Bid Size: 18,000		 0.850
Ask Size: 18,000		 Logitech Internation... 80.00 - 2024-06-21 Call
 

Master data

WKN: PE7M3U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Logitech International SA
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-01-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.04
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.83
Implied volatility: 0.29
Historic volatility: 0.36
Parity: 0.83
Time value: 0.05
Break-even: 88.80
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.91
Theta: -0.03
Omega: 9.18
Rho: 0.05
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.50%
1 Month  
+413.33%
3 Months  
+48.08%
YTD  
+1.32%
1 Year  
+266.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.520
1M High / 1M Low: 0.800 0.082
6M High / 6M Low: 0.940 0.082
High (YTD): 2024-01-19 0.870
Low (YTD): 2024-05-03 0.082
52W High: 2023-12-14 0.940
52W Low: 2023-06-22 0.046
Avg. price 1W:   0.667
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   632.13%
Volatility 6M:   324.86%
Volatility 1Y:   280.49%
Volatility 3Y:   -