BNP Paribas Call 120 TER 21.03.2025
/ DE000PL38ND7
BNP Paribas Call 120 TER 21.03.20.../ DE000PL38ND7 /
| 24/01/2025 20:55:23 |
Chg.-0.140 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-8.70% |
1.470
Bid Size: 27,000 |
1.490
Ask Size: 27,000 |
Teradyne Inc |
120.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
PL38ND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
20/12/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.42 |
| Parity: |
0.66 |
| Time value: |
0.98 |
| Break-even: |
136.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.64 |
| Theta: |
-0.11 |
| Omega: |
4.92 |
| Rho: |
0.10 |
Quote data
| Open: |
1.600 |
| High: |
1.620 |
| Low: |
1.460 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.57% |
| 1 Month |
|
|
-6.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
+2.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
1.610 |
| 1M High / 1M Low: |
2.410 |
1.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
2.410 |
| Low (YTD): |
02/01/2025 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |