BNP Paribas Call 300 ITW 17.01.2025
/ DE000PC47M67
BNP Paribas Call 300 ITW 17.01.20.../ DE000PC47M67 /
| 2024-05-30 8:59:28 AM |
Chg.-0.010 |
Bid12:52:13 PM |
Ask12:52:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Illinois Tool Works ... |
300.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47M6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
120.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-6.02 |
| Time value: |
0.18 |
| Break-even: |
279.55 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
13.24 |
| Rho: |
0.14 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.13% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-85.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.160 |
| 1M High / 1M Low: |
0.500 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
