BNP Paribas Call 70 LOGN 20.06.20.../  DE000PC1L4G3  /

Frankfurt Zert./BNP
24/01/2025  16:20:17 Chg.+0.100 Bid17:12:53 Ask17:12:53 Underlying Strike price Expiration date Option type
1.570EUR +6.80% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1L4G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.50
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.33
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 1.33
Time value: 0.25
Break-even: 89.42
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.83
Theta: -0.02
Omega: 4.58
Rho: 0.23
 

Quote data

Open: 1.640
High: 1.640
Low: 1.550
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.14%
1 Month  
+68.82%
3 Months  
+112.16%
YTD  
+57.00%
1 Year  
+8.28%
3 Years     -
5 Years     -
1W High / 1W Low: 1.570 1.400
1M High / 1M Low: 1.570 0.950
6M High / 6M Low: 1.570 0.610
High (YTD): 24/01/2025 1.570
Low (YTD): 03/01/2025 0.950
52W High: 07/06/2024 2.550
52W Low: 13/11/2024 0.610
Avg. price 1W:   1.460
Avg. volume 1W:   0.000
Avg. price 1M:   1.299
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   1.392
Avg. volume 1Y:   0.000
Volatility 1M:   131.08%
Volatility 6M:   138.28%
Volatility 1Y:   118.20%
Volatility 3Y:   -