BNP Paribas Call 90 LOGN 21.06.2024
/ DE000PC2Z110
BNP Paribas Call 90 LOGN 21.06.20.../ DE000PC2Z110 /
| 2024-06-06 10:29:17 AM |
Chg.- |
Bid9:35:16 AM |
Ask9:35:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.250
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
LOGITECH N |
90.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC2Z11 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
-0.07 |
| Time value: |
0.17 |
| Break-even: |
94.38 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.46 |
| Theta: |
-0.07 |
| Omega: |
25.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+258.33% |
| 1 Month |
|
|
+8500.00% |
| 3 Months |
|
|
+126.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.090 |
| 1M High / 1M Low: |
0.430 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,499.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
