BNP Paribas Call 280 ADP 20.12.20.../  DE000PC25Q36  /

EUWAX
26/07/2024  08:41:10 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.440EUR +22.22% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 280.00 USD 20/12/2024 Call
 

Master data

WKN: PC25Q3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 20/12/2024
Issue date: 10/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.50
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -2.52
Time value: 0.49
Break-even: 262.83
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.27
Theta: -0.04
Omega: 13.06
Rho: 0.24
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month  
+62.96%
3 Months
  -39.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.440 0.170
6M High / 6M Low: 1.070 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.14%
Volatility 6M:   179.65%
Volatility 1Y:   -
Volatility 3Y:   -