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BNP Paribas Call 220 ADP 20.12.20.../  DE000PN31EM8  /

EUWAX
05/06/2024  08:42:04 Chg.+0.21 Bid16:34:24 Ask16:34:24 Underlying Strike price Expiration date Option type
3.23EUR +6.95% 3.06
Bid Size: 3,200		 3.07
Ask Size: 3,200		 Automatic Data Proce... 220.00 USD 20/12/2024 Call
 

Master data

WKN: PN31EM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 26/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.10
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.36
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 2.36
Time value: 0.82
Break-even: 233.97
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.32%
Delta: 0.81
Theta: -0.04
Omega: 5.75
Rho: 0.82
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 3.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.67%
1 Month  
+1.25%
3 Months
  -8.76%
YTD  
+7.31%
1 Year  
+17.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.19 2.74
1M High / 1M Low: 3.97 2.74
6M High / 6M Low: 4.34 2.74
High (YTD): 26/02/2024 4.34
Low (YTD): 30/05/2024 2.74
52W High: 01/09/2023 5.03
52W Low: 01/11/2023 2.06
Avg. price 1W:   2.96
Avg. volume 1W:   0.00
Avg. price 1M:   3.34
Avg. volume 1M:   0.00
Avg. price 6M:   3.47
Avg. volume 6M:   0.00
Avg. price 1Y:   3.60
Avg. volume 1Y:   0.00
Volatility 1M:   103.71%
Volatility 6M:   75.73%
Volatility 1Y:   83.42%
Volatility 3Y:   -