BNP Paribas Call 90 LOGN 21.03.20.../  DE000PC7Z374  /

EUWAX
24/01/2025  10:06:40 Chg.+0.070 Bid14:18:14 Ask14:18:14 Underlying Strike price Expiration date Option type
0.210EUR +50.00% 0.190
Bid Size: 31,000
0.200
Ask Size: 31,000
LOGITECH N 90.00 CHF 21/03/2025 Call
 

Master data

WKN: PC7Z37
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 90.00 CHF
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.83
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.73
Time value: 0.18
Break-even: 97.03
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.29
Theta: -0.03
Omega: 14.00
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+281.82%
3 Months  
+262.07%
YTD  
+223.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.170 0.054
6M High / 6M Low: 0.440 0.047
High (YTD): 22/01/2025 0.170
Low (YTD): 03/01/2025 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   392.04%
Volatility 6M:   274.61%
Volatility 1Y:   -
Volatility 3Y:   -