BNP Paribas Call 220 ADP 16.01.2026
/ DE000PC1JCM8
BNP Paribas Call 220 ADP 16.01.20.../ DE000PC1JCM8 /
| 5/23/2024 9:01:56 AM |
Chg.+0.24 |
Bid11:29:39 AM |
Ask11:29:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.32EUR |
+4.72% |
5.31
Bid Size: 1,100 |
5.43
Ask Size: 1,100 |
Automatic Data Proce... |
220.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1JCM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
3.14 |
| Time value: |
2.14 |
| Break-even: |
256.03 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.76% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
3.56 |
| Rho: |
2.23 |
Quote data
| Open: |
5.32 |
| High: |
5.32 |
| Low: |
5.32 |
| Previous Close: |
5.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.16% |
| 1 Month |
|
|
+7.04% |
| 3 Months |
|
|
-1.48% |
| YTD |
|
|
+29.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.08 |
4.66 |
| 1M High / 1M Low: |
5.08 |
4.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/26/2024 |
5.46 |
| Low (YTD): |
1/11/2024 |
4.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
