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

EUWAX
5/31/2024  1:33:15 PM Chg.+0.09 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.83EUR +3.28% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 220.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 1.93
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 1.93
Time value: 0.96
Break-even: 232.01
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.77
Theta: -0.04
Omega: 5.95
Rho: 0.79
 

Quote data

Open: 2.84
High: 2.84
Low: 2.83
Previous Close: 2.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.51%
1 Month
  -16.27%
3 Months
  -29.78%
YTD
  -5.98%
1 Year  
+12.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.50 2.74
1M High / 1M Low: 3.97 2.74
6M High / 6M Low: 4.34 2.74
High (YTD): 2/26/2024 4.34
Low (YTD): 5/30/2024 2.74
52W High: 9/1/2023 5.03
52W Low: 11/1/2023 2.06
Avg. price 1W:   3.11
Avg. volume 1W:   0.00
Avg. price 1M:   3.37
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:   102.04%
Volatility 6M:   73.29%
Volatility 1Y:   82.94%
Volatility 3Y:   -