BNP Paribas Call 220 ADP 20.09.2024
/ DE000PC391S5
BNP Paribas Call 220 ADP 20.09.20.../ DE000PC391S5 /
6/11/2024 8:19:06 AM |
Chg.-0.44 |
Bid6:48:20 PM |
Ask6:48:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.85EUR |
-13.37% |
2.66 Bid Size: 3,000 |
2.67 Ask Size: 3,000 |
Automatic Data Proce... |
220.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
2.50 |
Time value: |
0.37 |
Break-even: |
233.10 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.88 |
Theta: |
-0.04 |
Omega: |
7.01 |
Rho: |
0.48 |
Quote data
Open: |
2.85 |
High: |
2.85 |
Low: |
2.85 |
Previous Close: |
3.29 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.62% |
1 Month |
|
|
-0.70% |
3 Months |
|
|
-5.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
2.60 |
1M High / 1M Low: |
3.62 |
2.32 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |