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

Frankfurt Zert./BNP
2024-05-29  8:20:48 AM Chg.-0.020 Bid8:36:46 AM Ask8:36:46 AM Underlying Strike price Expiration date Option type
4.510EUR -0.44% 4.510
Bid Size: 700		 4.560
Ask Size: 700		 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: 4.92
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 3.99
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 3.99
Time value: 0.57
Break-even: 229.91
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.91
Theta: -0.03
Omega: 4.46
Rho: 0.89
 

Quote data

Open: 4.510
High: 4.510
Low: 4.510
Previous Close: 4.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.40%
1 Month
  -6.43%
3 Months
  -18.00%
YTD  
+6.37%
1 Year  
+23.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.460 4.530
1M High / 1M Low: 5.460 4.510
6M High / 6M Low: 5.920 3.970
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:   5.066
Avg. volume 1W:   0.000
Avg. price 1M:   4.931
Avg. volume 1M:   0.000
Avg. price 6M:   4.876
Avg. volume 6M:   0.000
Avg. price 1Y:   4.903
Avg. volume 1Y:   0.000
Volatility 1M:   60.75%
Volatility 6M:   50.63%
Volatility 1Y:   65.32%
Volatility 3Y:   -