BNP Paribas Put 250 ITW 21.06.2024
/ DE000PC47NC9
BNP Paribas Put 250 ITW 21.06.202.../ DE000PC47NC9 /
| 2024-05-30 8:59:28 AM |
Chg.+0.28 |
Bid7:32:01 PM |
Ask7:32:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+22.58% |
1.26
Bid Size: 2,400 |
1.28
Ask Size: 2,400 |
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: |
-15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.03 |
| Break-even: |
217.26 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
-0.86 |
| Theta: |
-0.04 |
| Omega: |
-13.13 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+270.73% |
| 1 Month |
|
|
+117.14% |
| 3 Months |
|
|
+126.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.41 |
| 1M High / 1M Low: |
1.24 |
0.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
