BNP Paribas Call 250 ADP 20.12.2024
/ DE000PN31EN6
BNP Paribas Call 250 ADP 20.12.20.../ DE000PN31EN6 /
8/9/2024 8:40:26 AM |
Chg.+0.35 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
+18.32% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
250.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/26/2023 |
Last trading day: |
12/19/2024 |
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): |
2/26/2024 |
2.41 |
Low (YTD): |
7/11/2024 |
0.75 |
52W High: |
8/11/2023 |
3.31 |
52W Low: |
7/11/2024 |
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: |
|
- |