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

Frankfurt Zert./BNP
7/12/2024  9:50:32 PM Chg.+0.240 Bid9:56:09 PM Ask9:56:09 PM Underlying Strike price Expiration date Option type
4.070EUR +6.27% 4.020
Bid Size: 1,500		 4.030
Ask Size: 1,500		 Automatic Data Proce... 200.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.60
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.28
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 3.28
Time value: 0.59
Break-even: 222.62
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: 4.82
Rho: 0.65
 

Quote data

Open: 3.830
High: 4.130
Low: 3.820
Previous Close: 3.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.36%
1 Month
  -15.38%
3 Months
  -17.61%
YTD
  -4.01%
1 Year
  -1.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.900 3.690
1M High / 1M Low: 5.150 3.690
6M High / 6M Low: 5.920 3.690
High (YTD): 2/23/2024 5.920
Low (YTD): 7/8/2024 3.690
52W High: 9/1/2023 6.450
52W Low: 11/1/2023 3.050
Avg. price 1W:   3.784
Avg. volume 1W:   0.000
Avg. price 1M:   4.356
Avg. volume 1M:   0.000
Avg. price 6M:   4.894
Avg. volume 6M:   0.000
Avg. price 1Y:   4.985
Avg. volume 1Y:   0.000
Volatility 1M:   76.30%
Volatility 6M:   58.23%
Volatility 1Y:   65.73%
Volatility 3Y:   -