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

EUWAX
1/24/2025  9:45:27 AM Chg.-0.110 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.610EUR -15.28% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 140.00 - 3/21/2025 Call
 

Master data

WKN: PL38NB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 3/21/2025
Issue date: 12/20/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.78
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.42
Parity: -1.34
Time value: 0.64
Break-even: 146.40
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 1.58
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.37
Theta: -0.10
Omega: 7.36
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: 0.930 0.650
1M High / 1M Low: 1.150 0.540
6M High / 6M Low: - -
High (YTD): 1/7/2025 1.150
Low (YTD): 1/2/2025 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -