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: |
|
- |
