BNP Paribas Call 85 LOGN 20.12.20.../  DE000PC2Z136  /

EUWAX
2024-05-24  10:09:20 AM Chg.-0.010 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.910EUR -1.09% -
Bid Size: -
-
Ask Size: -
LOGITECH N 85.00 CHF 2024-12-20 Call
 

Master data

WKN: PC2Z13
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 85.00 CHF
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.28
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 0.28
Time value: 0.70
Break-even: 95.47
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.64
Theta: -0.02
Omega: 5.80
Rho: 0.27
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.19%
1 Month  
+203.33%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.710
1M High / 1M Low: 0.920 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.511
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -