BNP Paribas Put 300 ITW 20.12.2024
/ DE000PC47NF2
BNP Paribas Put 300 ITW 20.12.202.../ DE000PC47NF2 /
| 6/11/2024 7:50:27 PM |
Chg.+0.180 |
Bid8:10:17 PM |
Ask8:10:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.880EUR |
+3.16% |
5.900
Bid Size: 2,600 |
5.920
Ask Size: 2,600 |
Illinois Tool Works ... |
300.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PC47NF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
5.63 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.14 |
| Parity: |
5.63 |
| Time value: |
0.08 |
| Break-even: |
221.62 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-3.02 |
| Rho: |
-1.21 |
Quote data
| Open: |
5.640 |
| High: |
5.950 |
| Low: |
5.640 |
| Previous Close: |
5.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+28.10% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.700 |
5.470 |
| 1M High / 1M Low: |
6.000 |
4.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
