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BNP Paribas Call 300 ADP 20.12.20.../  DE000PN7EZ79  /

Frankfurt Zert./BNP
2024-05-28  9:50:31 PM Chg.-0.060 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.160EUR -27.27% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 300.00 USD 2024-12-20 Call
 

Master data

WKN: PN7EZ7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.48
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -4.70
Time value: 0.24
Break-even: 278.61
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.15
Theta: -0.02
Omega: 14.04
Rho: 0.18
 

Quote data

Open: 0.220
High: 0.220
Low: 0.150
Previous Close: 0.220
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -44.83%
1 Month
  -44.83%
3 Months
  -65.22%
YTD
  -57.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.290 0.160
6M High / 6M Low: 0.570 0.160
High (YTD): 2024-02-23 0.570
Low (YTD): 2024-05-28 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.77%
Volatility 6M:   131.80%
Volatility 1Y:   -
Volatility 3Y:   -