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BNP Paribas Call 240 ADP 21.06.20.../  DE000PN31EJ4  /

Frankfurt Zert./BNP
2024-06-04  9:50:26 PM Chg.+0.150 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.700EUR +27.27% 0.680
Bid Size: 4,412		 0.690
Ask Size: 4,348		 Automatic Data Proce... 240.00 USD 2024-06-21 Call
 

Master data

WKN: PN31EJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.92
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.37
Implied volatility: 0.18
Historic volatility: 0.17
Parity: 0.37
Time value: 0.22
Break-even: 225.94
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.69
Theta: -0.11
Omega: 26.00
Rho: 0.07
 

Quote data

Open: 0.550
High: 0.800
Low: 0.500
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+4.48%
3 Months
  -49.28%
YTD
  -38.05%
1 Year
  -48.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.420
1M High / 1M Low: 1.400 0.420
6M High / 6M Low: 2.160 0.420
High (YTD): 2024-02-23 2.160
Low (YTD): 2024-05-29 0.420
52W High: 2023-09-01 3.070
52W Low: 2024-05-29 0.420
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   1.292
Avg. volume 6M:   0.000
Avg. price 1Y:   1.636
Avg. volume 1Y:   0.000
Volatility 1M:   305.24%
Volatility 6M:   163.87%
Volatility 1Y:   154.10%
Volatility 3Y:   -