BNP Paribas Call 250 ITW 19.12.2025
/ DE000PC47M75
BNP Paribas Call 250 ITW 19.12.20.../ DE000PC47M75 /
| 2024-11-19 9:50:26 PM |
Chg.-0.220 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
-5.80% |
3.560
Bid Size: 1,700 |
3.580
Ask Size: 1,700 |
Illinois Tool Works ... |
250.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47M7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Illinois Tool Works Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.89 |
| Time value: |
1.92 |
| Break-even: |
274.07 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
4.84 |
| Rho: |
1.58 |
Quote data
| Open: |
3.810 |
| High: |
3.830 |
| Low: |
3.570 |
| Previous Close: |
3.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.62% |
| 1 Month |
|
|
+10.19% |
| 3 Months |
|
|
+50.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.990 |
3.790 |
| 1M High / 1M Low: |
4.230 |
2.890 |
| 6M High / 6M Low: |
4.230 |
2.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.02% |
| Volatility 6M: |
|
85.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
