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

EUWAX
2024-06-10  8:41:01 AM Chg.+0.33 Bid2:03:07 PM Ask2:03:07 PM Underlying Strike price Expiration date Option type
3.67EUR +9.88% 3.66
Bid Size: 1,400		 3.71
Ask Size: 1,400		 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: 6.33
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 3.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 3.00
Time value: 0.70
Break-even: 241.10
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.27%
Delta: 0.85
Theta: -0.04
Omega: 5.40
Rho: 0.86
 

Quote data

Open: 3.67
High: 3.67
Low: 3.67
Previous Close: 3.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.05%
1 Month  
+11.89%
3 Months  
+5.16%
YTD  
+21.93%
1 Year  
+36.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 3.02
1M High / 1M Low: 3.97 2.74
6M High / 6M Low: 4.34 2.74
High (YTD): 2024-02-26 4.34
Low (YTD): 2024-05-30 2.74
52W High: 2023-09-01 5.03
52W Low: 2023-11-01 2.06
Avg. price 1W:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.36
Avg. volume 1M:   0.00
Avg. price 6M:   3.48
Avg. volume 6M:   0.00
Avg. price 1Y:   3.62
Avg. volume 1Y:   0.00
Volatility 1M:   105.03%
Volatility 6M:   76.19%
Volatility 1Y:   84.16%
Volatility 3Y:   -