BNP Paribas Call 220 ADP 20.09.2024
/ DE000PC391S5
BNP Paribas Call 220 ADP 20.09.20.../ DE000PC391S5 /
| 2024-06-13 3:20:17 PM |
Chg.-0.110 |
Bid3:30:28 PM |
Ask3:28:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.720EUR |
-3.89% |
2.720
Bid Size: 1,103 |
-
Ask Size: - |
Automatic Data Proce... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC391S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
2.42 |
| Time value: |
0.36 |
| Break-even: |
231.26 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
7.17 |
| Rho: |
0.46 |
Quote data
| Open: |
2.860 |
| High: |
2.880 |
| Low: |
2.720 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.53% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
-12.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.290 |
2.770 |
| 1M High / 1M Low: |
3.490 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
