BNP Paribas Call 250 ADP 16.01.2026
/ DE000PC1JCN6
BNP Paribas Call 250 ADP 16.01.20.../ DE000PC1JCN6 /
13/09/2024 21:50:43 |
Chg.+0.010 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
4.530EUR |
+0.22% |
4.520 Bid Size: 1,600 |
4.580 Ask Size: 1,600 |
Automatic Data Proce... |
250.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1JCN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.01 |
Intrinsic value: |
2.48 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
2.48 |
Time value: |
2.10 |
Break-even: |
271.51 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
1.33% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
4.15 |
Rho: |
1.93 |
Quote data
Open: |
4.480 |
High: |
4.600 |
Low: |
4.480 |
Previous Close: |
4.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.27% |
1 Month |
|
|
+22.76% |
3 Months |
|
|
+60.07% |
YTD |
|
|
+62.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.530 |
4.330 |
1M High / 1M Low: |
4.540 |
3.680 |
6M High / 6M Low: |
4.540 |
2.260 |
High (YTD): |
02/09/2024 |
4.540 |
Low (YTD): |
10/07/2024 |
2.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.133 |
Avg. volume 1M: |
|
4.348 |
Avg. price 6M: |
|
3.293 |
Avg. volume 6M: |
|
.775 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.75% |
Volatility 6M: |
|
67.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |