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BNP Paribas Call 220 ADP 20.12.20.../  DE000PN31EM8  /

Frankfurt Zert./BNP
2024-05-28  9:50:37 PM Chg.-0.470 Bid9:57:50 PM Ask9:57:50 PM Underlying Strike price Expiration date Option type
3.020EUR -13.47% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 220.00 USD 2024-12-20 Call
 

Master data

WKN: PN31EM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 220.00 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: 6.53
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 2.66
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 2.66
Time value: 0.85
Break-even: 237.65
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.82
Theta: -0.04
Omega: 5.36
Rho: 0.86
 

Quote data

Open: 3.490
High: 3.500
Low: 2.950
Previous Close: 3.490
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -21.96%
1 Month
  -9.85%
3 Months
  -24.50%
YTD  
+1.00%
1 Year  
+13.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.870 3.020
1M High / 1M Low: 3.870 3.020
6M High / 6M Low: 4.400 2.780
High (YTD): 2024-02-23 4.400
Low (YTD): 2024-01-26 3.000
52W High: 2023-09-01 5.080
52W Low: 2023-11-01 2.040
Avg. price 1W:   3.500
Avg. volume 1W:   0.000
Avg. price 1M:   3.396
Avg. volume 1M:   0.000
Avg. price 6M:   3.459
Avg. volume 6M:   0.000
Avg. price 1Y:   3.591
Avg. volume 1Y:   0.000
Volatility 1M:   79.70%
Volatility 6M:   64.17%
Volatility 1Y:   78.84%
Volatility 3Y:   -