BNP Paribas Call 220 ADP 21.06.2024
/ DE000PN31EH8
BNP Paribas Call 220 ADP 21.06.20.../ DE000PN31EH8 /
| 2024-05-03 10:07:50 AM |
Chg.-0.56 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-19.38% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN31EH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
2.03 |
| Time value: |
0.30 |
| Break-even: |
227.73 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
4.48% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
8.17 |
| Rho: |
0.22 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.66% |
| 1 Month |
|
|
-14.65% |
| 3 Months |
|
|
-23.86% |
| YTD |
|
|
+2.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.33 |
| 1M High / 1M Low: |
3.10 |
2.33 |
| 6M High / 6M Low: |
3.66 |
1.76 |
| High (YTD): |
2024-02-26 |
3.66 |
| Low (YTD): |
2024-01-11 |
2.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.63% |
| Volatility 6M: |
|
96.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
