BNP Paribas Call 80 LOGN 20.06.20.../  DE000PC1L4H1  /

Frankfurt Zert./BNP
1/24/2025  3:20:13 PM Chg.+0.080 Bid4:04:43 PM Ask4:04:43 PM Underlying Strike price Expiration date Option type
0.850EUR +10.39% 0.840
Bid Size: 28,000
0.850
Ask Size: 28,000
LOGITECH N 80.00 CHF 6/20/2025 Call
 

Master data

WKN: PC1L4H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.72
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.32
Implied volatility: 0.27
Historic volatility: 0.27
Parity: 0.32
Time value: 0.50
Break-even: 92.85
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.64
Theta: -0.02
Omega: 6.91
Rho: 0.20
 

Quote data

Open: 0.900
High: 0.900
Low: 0.840
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.44%
1 Month  
+102.38%
3 Months  
+136.11%
YTD  
+84.78%
1 Year
  -14.14%
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.720
1M High / 1M Low: 0.770 0.420
6M High / 6M Low: 0.950 0.260
High (YTD): 1/23/2025 0.770
Low (YTD): 1/3/2025 0.420
52W High: 6/7/2024 1.830
52W Low: 11/13/2024 0.260
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.646
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   0.850
Avg. volume 1Y:   0.000
Volatility 1M:   193.15%
Volatility 6M:   179.23%
Volatility 1Y:   149.16%
Volatility 3Y:   -