BNP Paribas Call 250 ADP 20.12.2024
/ DE000PN31EN6
BNP Paribas Call 250 ADP 20.12.20.../ DE000PN31EN6 /
| 2024-06-28 9:50:43 PM |
Chg.+0.060 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+6.25% |
1.010
Bid Size: 3,000 |
1.020
Ask Size: 3,000 |
Automatic Data Proce... |
250.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.06 |
| Time value: |
1.02 |
| Break-even: |
243.54 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
9.85 |
| Rho: |
0.43 |
Quote data
| Open: |
1.020 |
| High: |
1.120 |
| Low: |
0.990 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
-49.00% |
| YTD |
|
|
-34.19% |
| 1 Year |
|
|
-34.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
0.960 |
| 1M High / 1M Low: |
1.690 |
0.960 |
| 6M High / 6M Low: |
2.450 |
0.960 |
| High (YTD): |
2024-02-23 |
2.450 |
| Low (YTD): |
2024-06-27 |
0.960 |
| 52W High: |
2023-08-28 |
3.300 |
| 52W Low: |
2024-06-27 |
0.960 |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.988 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
169.66% |
| Volatility 6M: |
|
107.75% |
| Volatility 1Y: |
|
109.77% |
| Volatility 3Y: |
|
- |
