BNP Paribas Put 250 ITW 20.09.2024
/ DE000PC47ND7
BNP Paribas Put 250 ITW 20.09.202.../ DE000PC47ND7 /
2024-05-29 9:50:30 PM |
Chg.+0.110 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.730EUR |
+6.79% |
- Bid Size: - |
- Ask Size: - |
Illinois Tool Works ... |
250.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC47ND |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Illinois Tool Works Inc |
Type: |
Warrant |
Option type: |
Put |
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: |
-13.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.16 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
1.16 |
Time value: |
0.47 |
Break-even: |
214.09 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.24% |
Delta: |
-0.60 |
Theta: |
-0.03 |
Omega: |
-8.04 |
Rho: |
-0.46 |
Quote data
Open: |
1.660 |
High: |
1.770 |
Low: |
1.590 |
Previous Close: |
1.620 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+20.14% |
1 Month |
|
|
+20.14% |
3 Months |
|
|
+67.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.730 |
1.340 |
1M High / 1M Low: |
1.730 |
0.970 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |