BNP Paribas Call 65 LOGN 20.12.2024
/ DE000PN7C6F2
BNP Paribas Call 65 LOGN 20.12.20.../ DE000PN7C6F2 /
| 21/06/2024 09:58:51 |
Chg.- |
Bid09:51:03 |
Ask09:51:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
- |
2.40
Bid Size: 18,000 |
2.42
Ask Size: 18,000 |
LOGITECH N |
65.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C6F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.34 |
| Parity: |
2.20 |
| Time value: |
0.20 |
| Break-even: |
91.98 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.29 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
+0.42% |
| 3 Months |
|
|
+23.71% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.40 |
| 1M High / 1M Low: |
2.87 |
2.33 |
| 6M High / 6M Low: |
2.87 |
1.08 |
| High (YTD): |
06/06/2024 |
2.87 |
| Low (YTD): |
23/04/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.15% |
| Volatility 6M: |
|
124.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
