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

Frankfurt Zert./BNP
17/07/2024  17:35:20 Chg.+0.150 Bid17:43:36 Ask17:43:36 Underlying Strike price Expiration date Option type
1.370EUR +12.30% 1.390
Bid Size: 4,600		 1.400
Ask Size: 4,600		 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: 18.18
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.38
Time value: 1.24
Break-even: 241.71
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.52
Theta: -0.05
Omega: 9.52
Rho: 0.45
 

Quote data

Open: 1.180
High: 1.380
Low: 1.140
Previous Close: 1.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+85.14%
1 Month  
+0.74%
3 Months
  -20.35%
YTD
  -11.61%
1 Year
  -35.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.740
1M High / 1M Low: 1.560 0.740
6M High / 6M Low: 2.450 0.740
High (YTD): 23/02/2024 2.450
Low (YTD): 10/07/2024 0.740
52W High: 28/08/2023 3.300
52W Low: 10/07/2024 0.740
Avg. price 1W:   0.944
Avg. volume 1W:   0.000
Avg. price 1M:   1.075
Avg. volume 1M:   0.000
Avg. price 6M:   1.635
Avg. volume 6M:   0.000
Avg. price 1Y:   1.949
Avg. volume 1Y:   0.000
Volatility 1M:   175.06%
Volatility 6M:   117.31%
Volatility 1Y:   111.86%
Volatility 3Y:   -