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BNP Paribas Call 200 ADP 17.01.20.../  DE000PN31EP1  /

Frankfurt Zert./BNP
2024-05-30  6:05:18 PM Chg.+0.040 Bid6:18:03 PM Ask6:18:03 PM Underlying Strike price Expiration date Option type
4.440EUR +0.91% 4.440
Bid Size: 3,000		 4.460
Ask Size: 3,000		 Automatic Data Proce... 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN31EP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 4.22
Intrinsic value: 3.71
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 3.71
Time value: 0.68
Break-even: 229.07
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.89
Theta: -0.03
Omega: 4.50
Rho: 0.98
 

Quote data

Open: 4.290
High: 4.480
Low: 4.280
Previous Close: 4.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.70%
1 Month
  -9.02%
3 Months
  -20.00%
YTD  
+3.26%
1 Year  
+26.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.330 4.400
1M High / 1M Low: 5.510 4.400
6M High / 6M Low: 5.970 4.050
High (YTD): 2024-02-23 5.970
Low (YTD): 2024-01-03 4.350
52W High: 2023-09-01 6.500
52W Low: 2023-11-01 3.110
Avg. price 1W:   4.896
Avg. volume 1W:   0.000
Avg. price 1M:   4.965
Avg. volume 1M:   0.000
Avg. price 6M:   4.938
Avg. volume 6M:   0.000
Avg. price 1Y:   4.964
Avg. volume 1Y:   0.000
Volatility 1M:   61.19%
Volatility 6M:   50.32%
Volatility 1Y:   64.01%
Volatility 3Y:   -