BNP Paribas Call 60 LOGN 19.06.20.../  DE000PG85RS7  /

Frankfurt Zert./BNP
1/23/2025  4:20:22 PM Chg.+0.070 Bid5:19:11 PM Ask5:19:11 PM Underlying Strike price Expiration date Option type
2.630EUR +2.73% -
Bid Size: -
-
Ask Size: -
LOGITECH N 60.00 CHF 6/19/2026 Call
 

Master data

WKN: PG85RS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 6/19/2026
Issue date: 10/7/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.08
Implied volatility: 0.28
Historic volatility: 0.27
Parity: 2.08
Time value: 0.45
Break-even: 88.87
Moneyness: 1.33
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.80%
Delta: 0.87
Theta: -0.01
Omega: 2.91
Rho: 0.68
 

Quote data

Open: 2.750
High: 2.750
Low: 2.630
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.14%
1 Month  
+28.29%
3 Months  
+48.59%
YTD  
+26.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.630 2.540
1M High / 1M Low: 2.630 2.050
6M High / 6M Low: - -
High (YTD): 1/23/2025 2.630
Low (YTD): 1/3/2025 2.050
52W High: - -
52W Low: - -
Avg. price 1W:   2.572
Avg. volume 1W:   0.000
Avg. price 1M:   2.411
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -