BNP Paribas Call 250 ITW 20.09.2024
/ DE000PC47MZ2
BNP Paribas Call 250 ITW 20.09.20.../ DE000PC47MZ2 /
2024-05-29 9:50:24 PM |
Chg.-0.080 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-12.12% |
0.570 Bid Size: 5,264 |
0.590 Ask Size: 5,085 |
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: |
31.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-1.16 |
Time value: |
0.69 |
Break-even: |
237.29 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
2.99% |
Delta: |
0.39 |
Theta: |
-0.05 |
Omega: |
12.50 |
Rho: |
0.25 |
Quote data
Open: |
0.630 |
High: |
0.670 |
Low: |
0.560 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-49.57% |
1 Month |
|
|
-63.29% |
3 Months |
|
|
-77.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.660 |
1M High / 1M Low: |
1.580 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |