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

EUWAX
2024-06-11  8:42:09 AM Chg.-0.40 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.27EUR -10.90% -
Bid Size: -		 -
Ask Size: -		 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: 6.97
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.50
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 2.50
Time value: 0.79
Break-even: 237.30
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.82
Theta: -0.04
Omega: 5.70
Rho: 0.81
 

Quote data

Open: 3.27
High: 3.27
Low: 3.27
Previous Close: 3.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.28%
1 Month
  -0.30%
3 Months
  -2.97%
YTD  
+8.64%
1 Year  
+22.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.67 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:   3.28
Avg. volume 1W:   0.00
Avg. price 1M:   3.38
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:   109.59%
Volatility 6M:   77.09%
Volatility 1Y:   84.53%
Volatility 3Y:   -