BNP Paribas Put 300 ITW 17.01.2025
/ DE000PC47NH8
BNP Paribas Put 300 ITW 17.01.202.../ DE000PC47NH8 /
2024-05-30 1:21:22 PM |
Chg.+0.150 |
Bid1:28:12 PM |
Ask1:28:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.140EUR |
+2.50% |
6.140 Bid Size: 1,400 |
6.230 Ask Size: 1,400 |
Illinois Tool Works ... |
300.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
PC47NH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Illinois Tool Works Inc |
Type: |
Warrant |
Option type: |
Put |
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: |
-3.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.02 |
Intrinsic value: |
6.02 |
Implied volatility: |
0.33 |
Historic volatility: |
0.15 |
Parity: |
6.02 |
Time value: |
0.04 |
Break-even: |
217.15 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
0.50% |
Delta: |
-0.76 |
Theta: |
-0.01 |
Omega: |
-2.74 |
Rho: |
-1.44 |
Quote data
Open: |
6.150 |
High: |
6.170 |
Low: |
6.070 |
Previous Close: |
5.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.45% |
1 Month |
|
|
+17.85% |
3 Months |
|
|
+57.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.990 |
5.350 |
1M High / 1M Low: |
5.990 |
4.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |