BNP Paribas Call 75 LOGN 20.12.20.../  DE000PC2Z144  /

EUWAX
2024-09-25  9:51:57 AM Chg.- Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.330EUR - -
Bid Size: -
-
Ask Size: -
LOGITECH N 75.00 CHF 2024-12-20 Call
 

Master data

WKN: PC2Z14
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 75.00 CHF
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.40
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -0.22
Time value: 0.36
Break-even: 82.82
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.47
Theta: -0.03
Omega: 10.07
Rho: 0.08
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -50.00%
3 Months
  -78.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.660 0.330
6M High / 6M Low: 1.990 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.985
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.93%
Volatility 6M:   177.08%
Volatility 1Y:   -
Volatility 3Y:   -