BNP Paribas Put 250 ITW 21.06.2024
/ DE000PC47NC9
BNP Paribas Put 250 ITW 21.06.202.../ DE000PC47NC9 /
| 2024-05-17 9:50:37 PM |
Chg.-0.050 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.350
Bid Size: 8,572 |
0.370
Ask Size: 8,109 |
Illinois Tool Works ... |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC47NC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
-0.06 |
| Time value: |
0.37 |
| Break-even: |
226.32 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.44 |
| Theta: |
-0.05 |
| Omega: |
-27.47 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.400 |
| High: |
0.450 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.91% |
| 1 Month |
|
|
-55.42% |
| 3 Months |
|
|
-57.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.370 |
| 1M High / 1M Low: |
1.020 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
