BNP Paribas Call 90 LOGN 20.06.20.../  DE000PC1L4J7  /

EUWAX
2024-09-25  9:17:25 AM Chg.-0.040 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.220EUR -15.38% -
Bid Size: -
-
Ask Size: -
LOGITECH N 90.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1L4J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 90.00 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: 30.50
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -1.92
Time value: 0.25
Break-even: 97.96
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.25
Theta: -0.01
Omega: 7.59
Rho: 0.12
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -46.34%
3 Months
  -76.84%
YTD
  -75.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: 1.260 0.230
High (YTD): 2024-06-13 1.260
Low (YTD): 2024-09-06 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.628
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.30%
Volatility 6M:   137.16%
Volatility 1Y:   -
Volatility 3Y:   -