BNP Paribas Call 200 ADP 20.12.2024
/ DE000PN31EL0
BNP Paribas Call 200 ADP 20.12.20.../ DE000PN31EL0 /
2024-06-10 8:41:01 AM |
Chg.+0.37 |
Bid11:48:32 AM |
Ask11:48:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.28EUR |
+7.54% |
5.25 Bid Size: 1,300 |
5.30 Ask Size: 1,300 |
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: |
5.28 |
High: |
5.28 |
Low: |
5.28 |
Previous Close: |
4.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.63% |
1 Month |
|
|
+9.54% |
3 Months |
|
|
+7.10% |
YTD |
|
|
+23.94% |
1 Year |
|
|
+42.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.91 |
4.54 |
1M High / 1M Low: |
5.59 |
4.22 |
6M High / 6M Low: |
5.86 |
3.97 |
High (YTD): |
2024-02-26 |
5.86 |
Low (YTD): |
2024-05-30 |
4.22 |
52W High: |
2023-09-01 |
6.39 |
52W Low: |
2023-11-01 |
3.07 |
Avg. price 1W: |
|
4.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.96 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
80.24% |
Volatility 6M: |
|
60.36% |
Volatility 1Y: |
|
67.46% |
Volatility 3Y: |
|
- |