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BNP Paribas Call 250 ADP 20.12.20.../  DE000PN31EN6  /

EUWAX
13/09/2024  08:43:44 Chg.-0.04 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
3.01EUR -1.31% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 250.00 USD 20/12/2024 Call
 

Master data

WKN: PN31EN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 8.24
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 2.48
Implied volatility: 0.26
Historic volatility: 0.16
Parity: 2.48
Time value: 0.56
Break-even: 256.11
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.82
Theta: -0.06
Omega: 6.75
Rho: 0.46
 

Quote data

Open: 3.01
High: 3.01
Low: 3.01
Previous Close: 3.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.63%
1 Month  
+43.33%
3 Months  
+133.33%
YTD  
+91.72%
1 Year  
+6.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.07 2.48
1M High / 1M Low: 3.07 2.07
6M High / 6M Low: 3.07 0.75
High (YTD): 11/09/2024 3.07
Low (YTD): 11/07/2024 0.75
52W High: 11/09/2024 3.07
52W Low: 11/07/2024 0.75
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.82
Avg. volume 1Y:   0.00
Volatility 1M:   107.87%
Volatility 6M:   145.42%
Volatility 1Y:   130.70%
Volatility 3Y:   -