BNP Paribas Call 140 TER 21.03.20.../  DE000PL38NB1  /

EUWAX
24/01/2025  09:45:27 Chg.-0.110 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.610EUR -15.28% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 140.00 - 21/03/2025 Call
 

Master data

WKN: PL38NB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 21/03/2025
Issue date: 20/12/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.72
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.42
Parity: -1.62
Time value: 0.57
Break-even: 145.70
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 1.95
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.34
Theta: -0.10
Omega: 7.42
Rho: 0.06
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.41%
1 Month
  -3.17%
3 Months     -
YTD
  -1.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.610
1M High / 1M Low: 1.150 0.540
6M High / 6M Low: - -
High (YTD): 07/01/2025 1.150
Low (YTD): 02/01/2025 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -