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

EUWAX
2024-07-12  8:41:02 AM Chg.+0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.790EUR +5.33% -
Bid Size: -		 -
Ask Size: -		 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: 26.43
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.32
Time value: 0.82
Break-even: 238.11
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.41
Theta: -0.04
Omega: 10.73
Rho: 0.35
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month
  -44.37%
3 Months
  -54.60%
YTD
  -49.68%
1 Year
  -56.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.750
1M High / 1M Low: 1.560 0.750
6M High / 6M Low: 2.410 0.750
High (YTD): 2024-02-26 2.410
Low (YTD): 2024-07-09 0.750
52W High: 2023-08-11 3.310
52W Low: 2024-07-09 0.750
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   1.162
Avg. volume 1M:   0.000
Avg. price 6M:   1.668
Avg. volume 6M:   0.000
Avg. price 1Y:   1.975
Avg. volume 1Y:   0.000
Volatility 1M:   150.28%
Volatility 6M:   124.40%
Volatility 1Y:   115.96%
Volatility 3Y:   -