BNP Paribas Call 55 LOGN 20.12.2024
/ DE000PN7C6D7
BNP Paribas Call 55 LOGN 20.12.20.../ DE000PN7C6D7 /
| 24/06/2024 10:04:22 |
Chg.-0.02 |
Bid11:36:29 |
Ask11:36:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
-0.59% |
3.37
Bid Size: 16,000 |
3.39
Ask Size: 16,000 |
LOGITECH N |
55.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C6D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| 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: |
2.60 |
| Rho: |
0.26 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
+1.21% |
| 3 Months |
|
|
+20.07% |
| YTD |
|
|
+13.56% |
| 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): |
06/06/2024 |
3.84 |
| Low (YTD): |
23/04/2024 |
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: |
|
- |
