BNP Paribas Put 90 LOGN 21.03.2025
/ DE000PC7Z4E6
BNP Paribas Put 90 LOGN 21.03.202.../ DE000PC7Z4E6 /
| 09/01/2025 16:20:17 |
Chg.-0.040 |
Bid17:18:06 |
Ask17:18:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-3.01% |
-
Bid Size: - |
-
Ask Size: - |
LOGITECH N |
90.00 CHF |
21/03/2025 |
Put |
Master data
| WKN: |
PC7Z4E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
1.14 |
| Time value: |
0.19 |
| Break-even: |
82.42 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-4.55 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.280 |
| High: |
1.330 |
| Low: |
1.280 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.12% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-32.46% |
| YTD |
|
|
-20.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.170 |
| 1M High / 1M Low: |
1.870 |
1.170 |
| 6M High / 6M Low: |
2.420 |
1.170 |
| High (YTD): |
03/01/2025 |
1.700 |
| Low (YTD): |
07/01/2025 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.93% |
| Volatility 6M: |
|
110.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |