BNP Paribas Call 220 ADP 20.12.2024
/ DE000PN31EM8
BNP Paribas Call 220 ADP 20.12.20.../ DE000PN31EM8 /
| 2024-05-16 8:42:39 AM |
Chg.+0.05 |
Bid6:12:43 PM |
Ask6:12:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
+1.53% |
3.51
Bid Size: 3,000 |
3.53
Ask Size: 3,000 |
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: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
2.44 |
| Time value: |
0.88 |
| Break-even: |
235.25 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.56 |
| Rho: |
0.90 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.12% |
| 1 Month |
|
|
-5.43% |
| 3 Months |
|
|
-21.00% |
| YTD |
|
|
+9.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
3.09 |
| 1M High / 1M Low: |
3.73 |
3.09 |
| 6M High / 6M Low: |
4.34 |
2.76 |
| High (YTD): |
2024-02-26 |
4.34 |
| Low (YTD): |
2024-01-26 |
2.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.58% |
| Volatility 6M: |
|
69.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
