BNP Paribas Call 200 ADP 20.12.2024
/ DE000PN31EL0
BNP Paribas Call 200 ADP 20.12.20.../ DE000PN31EL0 /
| 20/08/2024 08:41:41 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AUTOM. DATA PROC. DL... |
200.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN31EL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AUTOM. DATA PROC. DL -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
26/05/2023 |
| Last trading day: |
21/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.16 |
| Parity: |
4.32 |
| Time value: |
1.83 |
| Break-even: |
261.50 |
| Moneyness: |
1.22 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
1.15% |
| Delta: |
0.76 |
| Theta: |
-0.15 |
| Omega: |
3.02 |
| Rho: |
0.35 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
6.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.63% |
| 3 Months |
|
|
+25.25% |
| YTD |
|
|
+44.37% |
| 1 Year |
|
|
+1.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.15 |
5.61 |
| 6M High / 6M Low: |
6.24 |
3.71 |
| High (YTD): |
01/08/2024 |
6.24 |
| Low (YTD): |
09/07/2024 |
3.71 |
| 52W High: |
01/08/2024 |
6.24 |
| 52W Low: |
01/11/2023 |
3.07 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.62% |
| Volatility 6M: |
|
74.23% |
| Volatility 1Y: |
|
73.61% |
| Volatility 3Y: |
|
- |
