BNP Paribas Put 70 LOGN 20.06.202.../  DE000PC1L4L3  /

EUWAX
2024-06-21  9:06:53 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.460EUR +2.22% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 2025-06-20 Put
 

Master data

WKN: PC1L4L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
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: -19.13
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -1.67
Time value: 0.47
Break-even: 68.51
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.20
Theta: -0.01
Omega: -3.90
Rho: -0.23
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+6.98%
3 Months
  -30.30%
YTD
  -43.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.440
1M High / 1M Low: 0.460 0.370
6M High / 6M Low: 0.980 0.370
High (YTD): 2024-01-30 0.980
Low (YTD): 2024-06-13 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.33%
Volatility 6M:   98.33%
Volatility 1Y:   -
Volatility 3Y:   -