BNP Paribas Call 17.5 INTC 21.02..../  DE000PL5EA74  /

EUWAX
1/24/2025  9:17:04 AM Chg.-0.31 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
4.13EUR -6.98% -
Bid Size: -
-
Ask Size: -
Intel Corporation 17.50 USD 2/21/2025 Call
 

Master data

WKN: PL5EA7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 17.50 USD
Maturity: 2/21/2025
Issue date: 1/17/2025
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 4.01
Intrinsic value: 3.91
Implied volatility: 0.71
Historic volatility: 0.49
Parity: 3.91
Time value: 0.30
Break-even: 21.01
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.88
Theta: -0.02
Omega: 4.32
Rho: 0.01
 

Quote data

Open: 4.13
High: 4.13
Low: 4.13
Previous Close: 4.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.90%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.80 4.21
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -