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

Frankfurt Zert./BNP
1/10/2025  4:25:17 PM Chg.-0.110 Bid4:52:21 PM Ask4:52:21 PM Underlying Strike price Expiration date Option type
1.380EUR -7.38% 1.390
Bid Size: 28,600
1.410
Ask Size: 28,600
Teradyne Inc 130.00 USD 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 USD
Maturity: 3/21/2025
Issue date: 12/20/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.69
Implied volatility: 0.50
Historic volatility: 0.42
Parity: 0.69
Time value: 0.86
Break-even: 141.75
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.38
Spread abs.: 0.06
Spread %: 4.03%
Delta: 0.65
Theta: -0.08
Omega: 5.57
Rho: 0.14
 

Quote data

Open: 1.490
High: 1.520
Low: 1.280
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month     -
3 Months     -
YTD  
+48.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.730 1.150
1M High / 1M Low: - -
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:   1.506
Avg. volume 1W:   0.000
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:   -