OverviewChartNewsTraderScreen

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

EUWAX
09/08/2024  08:40:26 Chg.+0.35 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.26EUR +18.32% -
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: 11.07
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.12
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 1.12
Time value: 1.05
Break-even: 250.73
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.46%
Delta: 0.69
Theta: -0.06
Omega: 7.61
Rho: 0.52
 

Quote data

Open: 2.26
High: 2.26
Low: 2.26
Previous Close: 1.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.95%
1 Month  
+189.74%
3 Months  
+53.74%
YTD  
+43.95%
1 Year
  -28.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 1.69
1M High / 1M Low: 2.26 0.75
6M High / 6M Low: 2.41 0.75
High (YTD): 26/02/2024 2.41
Low (YTD): 11/07/2024 0.75
52W High: 11/08/2023 3.31
52W Low: 11/07/2024 0.75
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   1.89
Avg. volume 1Y:   0.00
Volatility 1M:   188.72%
Volatility 6M:   141.29%
Volatility 1Y:   126.75%
Volatility 3Y:   -