BNP Paribas Put 90 LOGN 21.03.2025
/ DE000PC7Z4E6
BNP Paribas Put 90 LOGN 21.03.202.../ DE000PC7Z4E6 /
| 1/10/2025 9:48:05 AM |
Chg.+0.01 |
Bid12:04:02 PM |
Ask12:04:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+0.75% |
1.31
Bid Size: 21,000 |
1.33
Ask Size: 21,000 |
LOGITECH N |
90.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC7Z4E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.22 |
| Time value: |
0.11 |
| Break-even: |
82.49 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
-0.77 |
| Theta: |
-0.02 |
| Omega: |
-4.83 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.99% |
| 1 Month |
|
|
-21.64% |
| 3 Months |
|
|
-29.47% |
| YTD |
|
|
-19.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.25 |
| 1M High / 1M Low: |
1.98 |
1.25 |
| 6M High / 6M Low: |
2.32 |
1.25 |
| High (YTD): |
1/3/2025 |
1.74 |
| Low (YTD): |
1/7/2025 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.74% |
| Volatility 6M: |
|
101.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |