BNP Paribas Call 130 TER 21.03.20.../  DE000PL38NC9  /

Frankfurt Zert./BNP
1/24/2025  1:25:23 PM Chg.0.000 Bid1:52:24 PM Ask1:52:24 PM Underlying Strike price Expiration date Option type
1.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 130.00 - 3/21/2025 Call
 

Master data

WKN: PL38NC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 3/21/2025
Issue date: 12/20/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.94
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.42
Parity: -0.34
Time value: 1.06
Break-even: 140.60
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.98
Spread abs.: 0.02
Spread %: 1.92%
Delta: 0.51
Theta: -0.11
Omega: 6.08
Rho: 0.08
 

Quote data

Open: 1.020
High: 1.030
Low: 1.010
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.87%
1 Month
  -2.83%
3 Months     -
YTD  
+10.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.490 1.030
1M High / 1M Low: 1.730 0.920
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.730
Low (YTD): 1/2/2025 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   1.216
Avg. volume 1W:   0.000
Avg. price 1M:   1.284
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -