BNP Paribas Call 70 LOGN 20.06.20.../  DE000PC1L4G3  /

Frankfurt Zert./BNP
2024-09-25  4:21:11 PM Chg.+0.030 Bid5:13:18 PM Ask5:13:18 PM Underlying Strike price Expiration date Option type
0.980EUR +3.16% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1L4G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.20
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.20
Time value: 0.78
Break-even: 84.05
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.63
Theta: -0.02
Omega: 4.88
Rho: 0.28
 

Quote data

Open: 0.930
High: 0.980
Low: 0.910
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month
  -26.32%
3 Months
  -55.05%
YTD
  -48.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.940
1M High / 1M Low: 1.300 0.860
6M High / 6M Low: 2.550 0.860
High (YTD): 2024-06-07 2.550
Low (YTD): 2024-09-11 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   1.041
Avg. volume 1M:   0.000
Avg. price 6M:   1.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.05%
Volatility 6M:   97.74%
Volatility 1Y:   -
Volatility 3Y:   -