BNP Paribas Put 250 ITW 21.06.2024
/ DE000PC47NC9
BNP Paribas Put 250 ITW 21.06.202.../ DE000PC47NC9 /
12/06/2024 08:50:33 |
Chg.-0.090 |
Bid09:01:07 |
Ask09:01:07 |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
-7.76% |
1.090 Bid Size: 2,753 |
1.180 Ask Size: 2,543 |
Illinois Tool Works ... |
250.00 USD |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
16/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
0.99 |
Time value: |
0.03 |
Break-even: |
222.07 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
-0.87 |
Theta: |
-0.07 |
Omega: |
-18.88 |
Rho: |
-0.06 |
Quote data
Open: |
1.060 |
High: |
1.070 |
Low: |
1.060 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.99% |
1 Month |
|
|
+143.18% |
3 Months |
|
|
+91.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.870 |
1M High / 1M Low: |
1.360 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
392.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |