BNP Paribas Call 200 ADP 19.12.2025
/ DE000PC1JCH8
BNP Paribas Call 200 ADP 19.12.20.../ DE000PC1JCH8 /
| 20/09/2024 21:50:43 |
Chg.-0.110 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.710EUR |
-1.41% |
7.720
Bid Size: 1,300 |
7.760
Ask Size: 1,300 |
Automatic Data Proce... |
200.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1JCH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.61 |
| Intrinsic value: |
6.84 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
6.84 |
| Time value: |
0.93 |
| Break-even: |
256.86 |
| Moneyness: |
1.38 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.52% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.99 |
| Rho: |
1.93 |
Quote data
| Open: |
7.810 |
| High: |
7.810 |
| Low: |
7.600 |
| Previous Close: |
7.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.77% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
+26.81% |
| YTD |
|
|
+50.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.040 |
7.710 |
| 1M High / 1M Low: |
8.040 |
7.040 |
| 6M High / 6M Low: |
8.040 |
4.810 |
| High (YTD): |
17/09/2024 |
8.040 |
| Low (YTD): |
10/07/2024 |
4.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.06% |
| Volatility 6M: |
|
48.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
