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BNP Paribas Call 70 LOGN 20.12.20.../  DE000PN7C6G0  /

EUWAX
9/26/2024  9:44:51 AM Chg.+0.140 Bid9:57:32 AM Ask9:57:32 AM Underlying Strike price Expiration date Option type
0.730EUR +23.73% 0.740
Bid Size: 27,000		 0.750
Ask Size: 27,000		 LOGITECH N 70.00 CHF 12/20/2024 Call
 

Master data

WKN: PN7C6G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.23
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.31
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 0.31
Time value: 0.32
Break-even: 80.24
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.66
Theta: -0.03
Omega: 8.09
Rho: 0.10
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month
  -27.72%
3 Months
  -63.32%
YTD
  -57.56%
1 Year  
+17.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.590
1M High / 1M Low: 1.010 0.570
6M High / 6M Low: 2.410 0.570
High (YTD): 6/6/2024 2.410
Low (YTD): 9/6/2024 0.570
52W High: 6/6/2024 2.410
52W Low: 9/6/2024 0.570
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   1.320
Avg. volume 6M:   0.000
Avg. price 1Y:   1.315
Avg. volume 1Y:   0.000
Volatility 1M:   105.56%
Volatility 6M:   160.63%
Volatility 1Y:   138.40%
Volatility 3Y:   -