BNP Paribas Put 90 LOGN 20.12.2024
/ DE000PC1L4K5
BNP Paribas Put 90 LOGN 20.12.202.../ DE000PC1L4K5 /
| 17/06/2024 09:21:32 |
Chg.+0.100 |
Bid12:19:10 |
Ask12:19:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+11.76% |
0.970
Bid Size: 31,000 |
0.980
Ask Size: 31,000 |
LOGITECH N |
90.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PC1L4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
0.21 |
| Time value: |
0.75 |
| Break-even: |
84.85 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-4.39 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.28% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-28.03% |
| YTD |
|
|
-43.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.770 |
| 1M High / 1M Low: |
1.250 |
0.770 |
| 6M High / 6M Low: |
2.220 |
0.770 |
| High (YTD): |
19/04/2024 |
2.220 |
| Low (YTD): |
13/06/2024 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.50% |
| Volatility 6M: |
|
104.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
