BNP Paribas Call 260 ADP 20.12.2024
/ DE000PC2W0P8
BNP Paribas Call 260 ADP 20.12.20.../ DE000PC2W0P8 /
2024-05-16 8:33:53 AM |
Chg.+0.030 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
+3.09% |
1.000 Bid Size: 3,000 |
1.050 Ask Size: 2,858 |
Automatic Data Proce... |
260.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2W0P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-1.34 |
Time value: |
0.99 |
Break-even: |
250.33 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.02% |
Delta: |
0.44 |
Theta: |
-0.04 |
Omega: |
10.00 |
Rho: |
0.53 |
Quote data
Open: |
1.000 |
High: |
1.000 |
Low: |
1.000 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.36% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-41.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.890 |
1M High / 1M Low: |
1.370 |
0.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.996 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |