BNP Paribas Put 250 ITW 20.12.2024
/ DE000PC47NE5
BNP Paribas Put 250 ITW 20.12.202.../ DE000PC47NE5 /
| 2024-05-30 1:21:07 PM |
Chg.+0.100 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+4.93% |
2.130
Bid Size: 1,409 |
2.210
Ask Size: 1,400 |
Illinois Tool Works ... |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC47NE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.69 |
| Break-even: |
210.66 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-5.80 |
| Rho: |
-0.79 |
Quote data
| Open: |
2.120 |
| High: |
2.140 |
| Low: |
2.080 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.66% |
| 1 Month |
|
|
+20.34% |
| 3 Months |
|
|
+55.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.690 |
| 1M High / 1M Low: |
2.030 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
