BNP Paribas Put 90 LOGN 20.12.2024
/ DE000PC1L4K5
BNP Paribas Put 90 LOGN 20.12.202.../ DE000PC1L4K5 /
| 2024-06-20 9:22:04 AM |
Chg.+0.010 |
Bid3:07:26 PM |
Ask3:07:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.990
Bid Size: 30,000 |
1.000
Ask Size: 30,000 |
LOGITECH N |
90.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC1L4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
0.34 |
| Time value: |
0.67 |
| Break-even: |
84.61 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-4.34 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-20.80% |
| 3 Months |
|
|
-36.13% |
| YTD |
|
|
-40.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.770 |
| 1M High / 1M Low: |
1.160 |
0.770 |
| 6M High / 6M Low: |
2.220 |
0.770 |
| High (YTD): |
2024-04-19 |
2.220 |
| Low (YTD): |
2024-06-13 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.79% |
| Volatility 6M: |
|
104.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
