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BNP Paribas Call 200 ADP 17.01.20.../  DE000PN31EP1  /

EUWAX
12/07/2024  08:41:02 Chg.+0.10 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
3.88EUR +2.65% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 200.00 USD 17/01/2025 Call
 

Master data

WKN: PN31EP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 17/01/2025
Issue date: 26/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.28
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 3.28
Time value: 0.64
Break-even: 223.12
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.86
Theta: -0.04
Omega: 4.76
Rho: 0.76
 

Quote data

Open: 3.88
High: 3.88
Low: 3.88
Previous Close: 3.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.20%
1 Month
  -20.98%
3 Months
  -23.17%
YTD
  -10.19%
1 Year
  -8.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.05 3.77
1M High / 1M Low: 5.20 3.77
6M High / 6M Low: 5.91 3.77
High (YTD): 26/02/2024 5.91
Low (YTD): 09/07/2024 3.77
52W High: 01/09/2023 6.45
52W Low: 01/11/2023 3.14
Avg. price 1W:   3.87
Avg. volume 1W:   0.00
Avg. price 1M:   4.47
Avg. volume 1M:   0.00
Avg. price 6M:   4.97
Avg. volume 6M:   0.00
Avg. price 1Y:   5.06
Avg. volume 1Y:   0.00
Volatility 1M:   74.20%
Volatility 6M:   64.73%
Volatility 1Y:   67.73%
Volatility 3Y:   -