BNP Paribas Call 110 TER 21.03.2025
/ DE000PL38NE5
BNP Paribas Call 110 TER 21.03.20.../ DE000PL38NE5 /
| 1/24/2025 8:55:19 PM |
Chg.-0.170 |
Bid9:02:16 PM |
Ask9:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-7.26% |
2.180
Bid Size: 22,600 |
2.200
Ask Size: 22,600 |
Teradyne Inc |
110.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PL38NE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.42 |
| Parity: |
1.66 |
| Time value: |
0.72 |
| Break-even: |
133.80 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.74 |
| Theta: |
-0.11 |
| Omega: |
3.93 |
| Rho: |
0.11 |
Quote data
| Open: |
2.330 |
| High: |
2.350 |
| Low: |
2.160 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.42% |
| 1 Month |
|
|
-3.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
+3.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.340 |
| 1M High / 1M Low: |
3.200 |
2.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
3.200 |
| Low (YTD): |
1/2/2025 |
2.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |