BNP Paribas Put 250 ITW 16.01.2026
/ DE000PC47NL0
BNP Paribas Put 250 ITW 16.01.202.../ DE000PC47NL0 /
2024-06-10 2:50:33 PM |
Chg.-0.010 |
Bid2:54:25 PM |
Ask2:54:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.770EUR |
-0.36% |
2.780 Bid Size: 1,080 |
2.870 Ask Size: 1,046 |
Illinois Tool Works ... |
250.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC47NL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Illinois Tool Works Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-16 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
0.89 |
Time value: |
1.91 |
Break-even: |
203.94 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.08% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-3.26 |
Rho: |
-1.91 |
Quote data
Open: |
2.780 |
High: |
2.820 |
Low: |
2.760 |
Previous Close: |
2.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.42% |
1 Month |
|
|
+14.46% |
3 Months |
|
|
+24.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.810 |
2.750 |
1M High / 1M Low: |
3.000 |
2.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.770 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.647 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |