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BNP Paribas Call 200 ADP 20.12.20.../  DE000PN31EL0  /

Frankfurt Zert./BNP
2024-06-10  5:35:11 PM Chg.-0.610 Bid5:47:49 PM Ask5:47:49 PM Underlying Strike price Expiration date Option type
4.670EUR -11.55% 4.680
Bid Size: 2,800		 4.690
Ask Size: 2,800		 Automatic Data Proce... 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN31EL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 4.85
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 4.85
Time value: 0.46
Break-even: 238.65
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.94
Theta: -0.03
Omega: 4.16
Rho: 0.89
 

Quote data

Open: 5.300
High: 5.300
Low: 4.630
Previous Close: 5.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month
  -5.47%
3 Months
  -1.89%
YTD  
+10.14%
1 Year  
+25.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.280 4.540
1M High / 1M Low: 5.460 4.340
6M High / 6M Low: 5.920 4.050
High (YTD): 2024-02-23 5.920
Low (YTD): 2024-01-03 4.290
52W High: 2023-09-01 6.450
52W Low: 2023-11-01 3.050
Avg. price 1W:   4.818
Avg. volume 1W:   0.000
Avg. price 1M:   4.917
Avg. volume 1M:   0.000
Avg. price 6M:   4.906
Avg. volume 6M:   0.000
Avg. price 1Y:   4.945
Avg. volume 1Y:   0.000
Volatility 1M:   70.70%
Volatility 6M:   51.12%
Volatility 1Y:   65.57%
Volatility 3Y:   -