BNP Paribas Call 55 LOGN 20.12.2024
/ DE000PN7C6D7
BNP Paribas Call 55 LOGN 20.12.20.../ DE000PN7C6D7 /
| 2024-06-21 9:58:51 AM |
Chg.- |
Bid9:14:34 AM |
Ask9:14:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
- |
3.33
Bid Size: 17,000 |
3.35
Ask Size: 17,000 |
LOGITECH N |
55.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C6D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
3.24 |
| Time value: |
0.13 |
| Break-even: |
91.22 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.59 |
| Rho: |
0.27 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
+1.81% |
| 3 Months |
|
|
+20.79% |
| YTD |
|
|
+14.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
3.37 |
| 1M High / 1M Low: |
3.84 |
3.25 |
| 6M High / 6M Low: |
3.84 |
1.81 |
| High (YTD): |
2024-06-06 |
3.84 |
| Low (YTD): |
2024-04-23 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.62% |
| Volatility 6M: |
|
93.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
