BNP Paribas Call 260 ADP 20.12.2024
/ DE000PC2W0P8
BNP Paribas Call 260 ADP 20.12.20.../ DE000PC2W0P8 /
9/2/2024 6:50:32 PM |
Chg.+0.090 |
Bid7:01:06 PM |
Ask7:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
+4.25% |
2.250 Bid Size: 1,334 |
2.280 Ask Size: 1,316 |
Automatic Data Proce... |
260.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC2W0P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
1.44 |
Time value: |
0.69 |
Break-even: |
256.71 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.75 |
Theta: |
-0.06 |
Omega: |
8.82 |
Rho: |
0.50 |
Quote data
Open: |
2.110 |
High: |
2.220 |
Low: |
2.110 |
Previous Close: |
2.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
+33.13% |
3 Months |
|
|
+145.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.120 |
1.820 |
1M High / 1M Low: |
2.120 |
1.380 |
6M High / 6M Low: |
2.120 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.158 |
Avg. volume 6M: |
|
27.559 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.40% |
Volatility 6M: |
|
139.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |