BNP Paribas Call 70 LOGN 20.12.2024
/ DE000PN7C6G0
BNP Paribas Call 70 LOGN 20.12.20.../ DE000PN7C6G0 /
| 17/06/2024 10:13:53 |
Chg.-0.14 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-6.22% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
70.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C6G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
1.88 |
| Time value: |
0.27 |
| Break-even: |
94.96 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.79 |
| Rho: |
0.31 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
+35.26% |
| 3 Months |
|
|
+14.05% |
| YTD |
|
|
+22.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.25 |
| 1M High / 1M Low: |
2.41 |
1.56 |
| 6M High / 6M Low: |
2.41 |
0.79 |
| High (YTD): |
06/06/2024 |
2.41 |
| Low (YTD): |
23/04/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.79% |
| Volatility 6M: |
|
144.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
