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

EUWAX
10/16/2024  8:42:51 AM Chg.-0.04 Bid4:50:43 PM Ask4:50:43 PM Underlying Strike price Expiration date Option type
8.50EUR -0.47% 8.44
Bid Size: 2,200		 -
Ask Size: -		 Automatic Data Proce... 200.00 USD 1/17/2025 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: 1/17/2025
Issue date: 5/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 8.43
Intrinsic value: 8.27
Implied volatility: 0.39
Historic volatility: 0.16
Parity: 8.27
Time value: 0.20
Break-even: 268.47
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.12%
Delta: 0.98
Theta: -0.03
Omega: 3.08
Rho: 0.45
 

Quote data

Open: 8.50
High: 8.50
Low: 8.50
Previous Close: 8.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.19%
1 Month  
+16.76%
3 Months  
+90.16%
YTD  
+96.76%
1 Year  
+38.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.54 7.93
1M High / 1M Low: 8.54 6.79
6M High / 6M Low: 8.54 3.77
High (YTD): 10/15/2024 8.54
Low (YTD): 7/9/2024 3.77
52W High: 10/15/2024 8.54
52W Low: 11/1/2023 3.14
Avg. price 1W:   8.22
Avg. volume 1W:   0.00
Avg. price 1M:   7.56
Avg. volume 1M:   0.00
Avg. price 6M:   5.68
Avg. volume 6M:   0.00
Avg. price 1Y:   5.24
Avg. volume 1Y:   0.00
Volatility 1M:   41.31%
Volatility 6M:   69.89%
Volatility 1Y:   70.95%
Volatility 3Y:   -