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BNP Paribas Call 220 ADP 17.01.20.../  DE000PN31EQ9  /

Frankfurt Zert./BNP
6/18/2024  10:50:46 AM Chg.-0.010 Bid6/18/2024 Ask6/18/2024 Underlying Strike price Expiration date Option type
3.290EUR -0.30% 3.290
Bid Size: 1,600		 3.350
Ask Size: 1,600		 Automatic Data Proce... 220.00 USD 1/17/2025 Call
 

Master data

WKN: PN31EQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 1/17/2025
Issue date: 5/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 2.32
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 2.32
Time value: 1.01
Break-even: 238.14
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.60%
Delta: 0.78
Theta: -0.04
Omega: 5.36
Rho: 0.85
 

Quote data

Open: 3.310
High: 3.320
Low: 3.290
Previous Close: 3.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.30%
1 Month
  -12.96%
3 Months
  -2.37%
YTD  
+7.17%
1 Year  
+7.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.320 3.090
1M High / 1M Low: 3.940 2.950
6M High / 6M Low: 4.470 2.900
High (YTD): 2/23/2024 4.470
Low (YTD): 5/30/2024 2.950
52W High: 9/1/2023 5.150
52W Low: 11/1/2023 2.110
Avg. price 1W:   3.234
Avg. volume 1W:   0.000
Avg. price 1M:   3.367
Avg. volume 1M:   0.000
Avg. price 6M:   3.543
Avg. volume 6M:   0.000
Avg. price 1Y:   3.696
Avg. volume 1Y:   0.000
Volatility 1M:   95.97%
Volatility 6M:   64.28%
Volatility 1Y:   77.02%
Volatility 3Y:   -