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BNP Paribas Call 250 ADP 20.12.20.../  DE000PN31EN6  /

Frankfurt Zert./BNP
2024-06-03  9:50:28 PM Chg.-0.030 Bid8:19:06 AM Ask8:19:06 AM Underlying Strike price Expiration date Option type
1.270EUR -2.31% 1.270
Bid Size: 2,363		 1.330
Ask Size: 2,256		 Automatic Data Proce... 250.00 USD 2024-12-20 Call
 

Master data

WKN: PN31EN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 16.59
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.47
Time value: 1.36
Break-even: 243.96
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.53
Theta: -0.04
Omega: 8.80
Rho: 0.58
 

Quote data

Open: 1.360
High: 1.390
Low: 1.220
Previous Close: 1.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.78%
1 Month
  -4.51%
3 Months
  -28.65%
YTD
  -18.06%
1 Year
  -21.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.160
1M High / 1M Low: 1.870 1.160
6M High / 6M Low: 2.450 1.160
High (YTD): 2024-02-23 2.450
Low (YTD): 2024-05-29 1.160
52W High: 2023-08-28 3.300
52W Low: 2023-11-01 0.990
Avg. price 1W:   1.236
Avg. volume 1W:   0.000
Avg. price 1M:   1.508
Avg. volume 1M:   0.000
Avg. price 6M:   1.745
Avg. volume 6M:   0.000
Avg. price 1Y:   2.005
Avg. volume 1Y:   0.000
Volatility 1M:   128.52%
Volatility 6M:   91.18%
Volatility 1Y:   103.70%
Volatility 3Y:   -