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BNP Paribas Put 80 LOGN 20.12.202.../  DE000PN8TND5  /

Frankfurt Zert./BNP
2024-09-25  4:21:10 PM Chg.-0.050 Bid5:16:22 PM Ask5:16:22 PM Underlying Strike price Expiration date Option type
0.930EUR -5.10% -
Bid Size: -		 -
Ask Size: -		 LOGITECH N 80.00 CHF 2024-12-20 Put
 

Master data

WKN: PN8TND
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
Strike price: 80.00 CHF
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.86
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.86
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 0.86
Time value: 0.11
Break-even: 75.15
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.04%
Delta: -0.73
Theta: -0.02
Omega: -5.71
Rho: -0.15
 

Quote data

Open: 1.000
High: 1.030
Low: 0.930
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.37%
3 Months  
+72.22%
YTD
  -12.26%
1 Year
  -58.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.910
1M High / 1M Low: 1.190 0.760
6M High / 6M Low: 1.360 0.390
High (YTD): 2024-02-01 1.370
Low (YTD): 2024-06-07 0.390
52W High: 2023-10-20 2.250
52W Low: 2024-06-07 0.390
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   0.796
Avg. volume 6M:   0.000
Avg. price 1Y:   1.047
Avg. volume 1Y:   0.000
Volatility 1M:   138.47%
Volatility 6M:   145.57%
Volatility 1Y:   123.92%
Volatility 3Y:   -