BNP Paribas Call 240 ADP 20.12.2024
/ DE000PC2W0Q6
BNP Paribas Call 240 ADP 20.12.20.../ DE000PC2W0Q6 /
| 2024-06-11 5:05:21 PM |
Chg.-0.090 |
Bid5:16:14 PM |
Ask5:16:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-4.69% |
1.840
Bid Size: 3,000 |
1.850
Ask Size: 3,000 |
Automatic Data Proce... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2W0Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.64 |
| Time value: |
1.32 |
| Break-even: |
242.58 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
7.62 |
| Rho: |
0.68 |
Quote data
| Open: |
1.950 |
| High: |
1.960 |
| Low: |
1.810 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.17% |
| 1 Month |
|
|
-12.02% |
| 3 Months |
|
|
-18.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.830 |
| 1M High / 1M Low: |
2.460 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
