BNP Paribas Put 70 LOGN 21.03.202.../  DE000PC7Z4C0  /

EUWAX
1/8/2025  9:52:18 AM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 3/21/2025 Put
 

Master data

WKN: PC7Z4C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Put
Strike price: 70.00 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: -49.49
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -0.97
Time value: 0.17
Break-even: 72.71
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.20
Theta: -0.03
Omega: -9.82
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month
  -48.48%
3 Months
  -66.67%
YTD
  -39.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.400 0.160
6M High / 6M Low: 0.770 0.160
High (YTD): 1/3/2025 0.290
Low (YTD): 1/7/2025 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.227
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.84%
Volatility 6M:   168.68%
Volatility 1Y:   -
Volatility 3Y:   -