BNP Paribas Put 90 LOGN 20.12.2024
/ DE000PC1L4K5
BNP Paribas Put 90 LOGN 20.12.202.../ DE000PC1L4K5 /
2024-05-24 9:14:57 AM |
Chg.-0.010 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-1.05% |
- Bid Size: - |
- Ask Size: - |
LOGITECH N |
90.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PC1L4K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.34 |
Historic volatility: |
0.30 |
Parity: |
0.22 |
Time value: |
0.70 |
Break-even: |
81.51 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
-0.45 |
Theta: |
-0.02 |
Omega: |
-4.36 |
Rho: |
-0.28 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.80% |
1 Month |
|
|
-54.15% |
3 Months |
|
|
-40.88% |
YTD |
|
|
-43.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.940 |
1M High / 1M Low: |
2.050 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-19 |
2.220 |
Low (YTD): |
2024-05-24 |
0.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.530 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |