BNP Paribas Call 250 ITW 20.09.2024
/ DE000PC47MZ2
BNP Paribas Call 250 ITW 20.09.20.../ DE000PC47MZ2 /
2024-05-30 1:21:05 PM |
Chg.-0.060 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-10.34% |
0.520 Bid Size: 5,770 |
0.600 Ask Size: 5,000 |
Illinois Tool Works ... |
250.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC47MZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Illinois Tool Works Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-16 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-1.39 |
Time value: |
0.59 |
Break-even: |
237.36 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
3.51% |
Delta: |
0.36 |
Theta: |
-0.05 |
Omega: |
13.21 |
Rho: |
0.22 |
Quote data
Open: |
0.530 |
High: |
0.540 |
Low: |
0.520 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.10% |
1 Month |
|
|
-58.40% |
3 Months |
|
|
-80.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.580 |
1M High / 1M Low: |
1.380 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |