BNP Paribas Call 280 ITW 20.12.2024
/ DE000PC47M26
BNP Paribas Call 280 ITW 20.12.20.../ DE000PC47M26 /
| 2024-05-30 8:21:06 AM |
Chg.-0.020 |
Bid8:36:38 AM |
Ask8:36:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-6.45% |
0.280
Bid Size: 10,000 |
0.370
Ask Size: 8,109 |
Illinois Tool Works ... |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC47M2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-3.92 |
| Time value: |
0.36 |
| Break-even: |
261.64 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
12.24 |
| Rho: |
0.23 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-57.97% |
| 3 Months |
|
|
-82.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.310 |
| 1M High / 1M Low: |
0.730 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
