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BNP Paribas Call 200 ADP 20.12.20.../  DE000PN31EL0  /

Frankfurt Zert./BNP
09/08/2024  21:50:33 Chg.-0.040 Bid21:59:47 Ask- Underlying Strike price Expiration date Option type
6.060EUR -0.66% 6.060
Bid Size: 1,300		 -
Ask Size: -		 Automatic Data Proce... 200.00 USD 20/12/2024 Call
 

Master data

WKN: PN31EL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/12/2024
Issue date: 26/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 5.93
Intrinsic value: 5.70
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 5.70
Time value: 0.36
Break-even: 243.82
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.04
Omega: 3.73
Rho: 0.60
 

Quote data

Open: 6.120
High: 6.220
Low: 5.900
Previous Close: 6.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.30%
1 Month  
+63.78%
3 Months  
+22.67%
YTD  
+42.92%
1 Year  
+0.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.100 5.660
1M High / 1M Low: 6.140 3.700
6M High / 6M Low: 6.140 3.690
High (YTD): 02/08/2024 6.140
Low (YTD): 08/07/2024 3.690
52W High: 01/09/2023 6.450
52W Low: 01/11/2023 3.050
Avg. price 1W:   5.916
Avg. volume 1W:   0.000
Avg. price 1M:   5.186
Avg. volume 1M:   0.000
Avg. price 6M:   4.977
Avg. volume 6M:   0.000
Avg. price 1Y:   4.982
Avg. volume 1Y:   0.000
Volatility 1M:   62.09%
Volatility 6M:   61.23%
Volatility 1Y:   65.07%
Volatility 3Y:   -